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https://hdl.handle.net/10356/9504
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DC Field | Value | Language |
---|---|---|
dc.contributor.author | Lin, Yingjun. | en_US |
dc.contributor.author | Ng, Wan Kee. | en_US |
dc.contributor.author | Wong, Weifen. | en_US |
dc.date.accessioned | 2008-09-24T07:33:05Z | - |
dc.date.available | 2008-09-24T07:33:05Z | - |
dc.date.copyright | 2004 | en_US |
dc.date.issued | 2004 | - |
dc.identifier.uri | http://hdl.handle.net/10356/9504 | - |
dc.description.abstract | This paper aims to investigate the pricing differential between the 3-month interest rate futures contract and the synthetically created Forward Rate Agreement (FRA) in Singapore and concludes that marking to market feature of the futures contract is the main factor. | en_US |
dc.rights | Nanyang Technological University | en_US |
dc.subject | DRNTU::Business::Finance::Interest rates | - |
dc.title | Interest rate futures and forward pricing : evidence from the Singapore market. | en_US |
dc.type | Final Year Project (FYP) | en_US |
dc.contributor.supervisor | Liu, Ming Hua | en_US |
dc.contributor.school | Nanyang Business School | en_US |
item.fulltext | With Fulltext | - |
item.grantfulltext | restricted | - |
Appears in Collections: | NBS Student Reports (FYP/IA/PA/PI) |
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File | Description | Size | Format | |
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NBS-REPORTS_2149.pdf Restricted Access | 367.79 kB | Adobe PDF | View/Open |
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