Taher Khan

Independent

SCHOLARLY PAPERS

2

DOWNLOADS

82

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Ideas:
“  Asset Allocation, Risk Management, Statistical Techniques in Finance  ”

Scholarly Papers (2)

1.

Pricing Swaps and Sensitivities Using Par Yields

Number of pages: 5 Posted: 04 Jun 2021
Taher Khan
Independent
Downloads 48 (597,376)

Abstract:

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Swaps, Par Yield, Duration, Convexity, Theta, Risk Back Testing, Rate Formula

2.
Downloads 34 (677,845)

Abstract:

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Asset Allocation, Investment Paradigm, Triumvirate Taxonomy, Sovereign Assets, Zero Rate Economy, LDI, ALM, Asset Liability Modeling, Liability Driven Investments, Infrastructure, Property