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Currency / Interest rate cap and floor / Implied volatility / Hong Kong dollar / Hong Kong Monetary Authority / Volatility / Hong Kong / Swaption / Yield curve / Mathematical finance / Financial economics / Finance


HONG KONG INSTITUTE FOR MONETARY RESEARCH A COMPARISON OF US AND HONG KONG CAP-FLOOR VOLATILITY DYNAMICS Paul McNelis and Salih Neftci
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Document Date: 2012-09-25 23:23:22


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File Size: 491,72 KB

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