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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
Date: 2012-09-25 23:23:22
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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