Navigating the JIBAR transition: Progress, impacts, readiness, and analytical insights
DOI:
https://doi.org/10.17159/sajs.2024/17841Keywords:
JIBAR transition, interest rate markets, derivative pricing, Monte Carlo method, Wishart processPublished
2024-03-27
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Commentary
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How to Cite
Alfeus, M. (2024). Navigating the JIBAR transition: Progress, impacts, readiness, and analytical insights. South African Journal of Science, 120(3/4). https://doi.org/10.17159/sajs.2024/17841
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