Dynamics of spot, forward, and futures libor rates
Marek Rukowski
| Year of publication: |
1998
|
|---|---|
| Authors: | Rutkowski, Marek |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 1.1998, 3, p. 425-445
|
| Subject: | Zero-Bond | Zero-coupon bond | Zinsderivat | Interest rate derivative | Euromarkt | Euromarkets | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001251045