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Interest rate swaps and economic exposure
Goswami, Gautam, (1997)
Swaps and the swaps yield curve
Haubrich, Joseph G., (2001)
Measuring credit risk in interest rate swaps
Simons, Katerina, (1989)
Capital requirements for interest-rate and foreign-exchange hedges
Wall, Larry D., (1990)
Interest rate swaps: a review of the issues
Wall, Larry D., (1988)
Interest rate swaps : a review of the issues