Interest rate modeling and the risk premiums in interest rate swaps
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Main Authors: | |
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Corporate Authors: | |
Published: |
Blackwell Publishers Research Foundation of the Institute of Chartered Financial Analysts,
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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). |