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Date: 2012-09-25 23:23:22Currency 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 NeftciAdd to Reading ListSource URL: www.hkimr.orgDownload Document from Source WebsiteFile Size: 491,72 KBShare Document on Facebook |
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