An analytic solution for interest rate swap spreads
Year of publication: |
1994
|
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Authors: | Grinblatt, Mark |
Institutions: | Centre for Economic Policy Research (contributor) |
Publisher: |
London : Centre for Economic Policy Research [u.a.] |
Subject: | Theorie | Theory | Zinsderivat | Interest rate derivative | Zinsstruktur | Yield curve |
Extent: | 35 S. : graph. Darst |
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Series: | Working paper series of the network in financial markets. - London, ISSN 0960-913X, ZDB-ID 2510342-8. - Vol. 53 |
Type of publication: | Book / Working Paper |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
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