Interest rate modeling and the risk premiums in interest rate swaps

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Bibliographic Details
Main Authors: Brooks Robert Edwin 1960-
Corporate Authors: Institute of Chartered Financial Analysts. Research Foundation
Published: Blackwell Publishers Research Foundation of the Institute of Chartered Financial Analysts,
Publisher Address: Malden, Mass. Charlottesville, Va.
Publication Dates: c2000.
Literature type: Book
Language: English
Series: The Reaearch Foundation of AIMR and Blackwell series in finance
Subjects:
Carrier Form: 40 p.: ill. ; 23 cm.
ISBN: 0943205387 (pbk.)
Index Number: F830
CLC: F830.91-32
Call Number: F830.91-32/B873
Contents: First published: 1997.
Includes bibliographical references (p. 38-40).