Interest rate modeling and the risk premiums in interest rate swaps
Robert Brooks
| Year of publication: |
c1997
|
|---|---|
| Authors: | Brooks, Robert |
| Institutions: | Institute of Chartered Financial Analysts / Research Foundation (contributor) |
| Publisher: |
Malden, Mass. [u.a.] : Blackwell Publ. |
| Subject: | Zinsderivat | Interest rate derivative | Risikoprämie | Risk premium | Finanzanalyse | Financial analysis | Arbitrage Pricing | Arbitrage pricing |
| Extent: | VIII, 40 p graph. Darst 23 cm |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Includes bibliographical references (p. 38-40) |
| ISBN: | 0-943205-38-7 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001439401