Interest-rate swaps and swaptions
Year of publication: |
2005
|
---|---|
Authors: | Fabozzi, Frank J. ; Mann, Steven V. ; Choudhry, Moorad |
Published in: |
The handbook of fixed income securities. - New York, NY [u.a.] : McGraw-Hill, ISBN 0-07-144099-2. - 2005, p. 1249-1281
|
Subject: | Swap | Optionspreistheorie | Option pricing theory | Derivat | Derivative | Zinsderivat | Interest rate derivative | Zins | Interest rate | Zinsstruktur | Yield curve | Inflation |
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