On valuing constant maturity swap spread derivatives
Leonard Tchuindjo
| Year of publication: |
2012
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|---|---|
| Authors: | Tchuindjo, Léonard |
| Published in: |
Journal of mathematical finance. - [S.l.] : Scientific Research, ISSN 2162-2434, ZDB-ID 2657377-5. - Vol. 2.2012, 2, p. 189-194
|
| Subject: | Zinsderivat | Interest rate derivative | Derivat | Derivative | Zinsstruktur | Yield curve | Swap | Optionspreistheorie | Option pricing 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/10009719245