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@LOK Ymrjkfi S`sdr Udrkdu

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mailto:jaizen@ucsc.edumailto:yj5@soas.ac.ukmailto:dpark@adb.orgmailto:dpark@adb.orgmailto:yj5@soas.ac.ukmailto:jaizen@ucsc.edu

8/6/2019 Evaluating Asian Swap Arrangements

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@LOK Ymrjkfi S`sdr ?;9 @kqdfb`f( Akfa`r`j( `fl S`rj

@ou|r`e|

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ADH Eh`uuknke`|kmf1 N04( N50( N5?

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@LOK Ymrjkfi S`sdr ?;9 @kqdfb`f( Akfa`r`j( `fl S`rj

Emf|df|u

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@LOK Ymrjkfi S`sdr ?;9 @kqdfb`f( Akfa`r`j( `fl S`rj

5

0& KF\_MLTE\KMF

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@LOK Ymrjkfi S`sdr ?;9 @kqdfb`f( Akfa`r`j( `fl S`rj

|gd sd`j mn |gd erkuku&

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8/6/2019 Evaluating Asian Swap Arrangements

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@LOK Ymrjkfi S`sdr ?;9 @kqdfb`f( Akfa`r`j( `fl S`rj

7

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S_E 5&3 &3 0&3 >&3 5&3 >&3 57&3

_dstohke mn Jmrd`

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@LOK Ymrjkfi S`sdr ?;9 @kqdfb`f( Akfa`r`j( `fl S`rj

;

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@LOK Ymrjkfi S`sdr ?;9 @kqdfb`f( Akfa`r`j( `fl S`rj

03

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@LOK Ymrjkfi S`sdr ?;9 @kqdfb`f( Akfa`r`j( `fl S`rj

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@LOK Ymrjkfi S`sdr ?;9 @kqdfb`f( Akfa`r`j( `fl S`rj

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@LOK Ymrjkfi S`sdr ?;9 @kqdfb`f( Akfa`r`j( `fl S`rj

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53"Lde"3;

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8/6/2019 Evaluating Asian Swap Arrangements

19/31

@LOK Ymrjkfi S`sdr ?;9 @kqdfb`f( Akfa`r`j( `fl S`rj

09

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\`ohd 51

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Uy`s Hkfd'u+=

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8/6/2019 Evaluating Asian Swap Arrangements

20/31

@LOK Ymrjkfi S`sdr ?;9 @kqdfb`f( Akfa`r`j( `fl S`rj

07

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04&

@kqdfb`f( A& ?33;& Gm`rlkfi Kf|drf`|kmf`h _dudr~du ^drutu ` Skim~k`f \`w"Etb"Utoukl{Uegdbd& F`|kmf`h Otrd`t mn Demfmbke _dud`reg 'FOD_+ Ymrjkfi S`sdr Fm& 04