A survey on modeling and analysis of basis spreads
Masaaki Fujii and Akihiko Takahashi
| Year of publication: |
2012
|
|---|---|
| Authors: | Fujii, Masaaki ; Takahashi, Akihiko |
| Published in: |
Recent advances in financial engineering 2011: proceedings of the International Workshop on Finance 2011. - Singapore : World Scientific, ISBN 981-4407-32-1. - 2012, p. 43-53
|
| Subject: | Währungsderivat | Currency derivative | Währungsrisiko | Exchange rate risk | Zinsderivat | Interest rate derivative | Zinsstruktur | Yield curve | Arbitrage Pricing | Arbitrage pricing | Schätzung | Estimation | USA | United States |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009573489