Constant Maturity Swaps and CMS Linked Notes: A Unified Quantitative Framework for Structuring, Pricing, and Hedging

SSRN Electronic Journal 2026 Preprint Open access

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Authors: Slah Boughattas

DOI: 10.2139/ssrn.6126846

Cited by: 0

Fields of Study & Subjects

Stochastic processes and financial applications Credit Risk and Financial Regulations Risk Management in Financial Firms