Pricing and risk management of interest rate swaps
| Year of publication: |
2013
|
|---|---|
| Authors: | Mitra, Sovan ; Date, Paresh ; Mamon, Rogemar ; Wang, I-Chieh |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 2430034. - Vol. 228.2013, 1 (1.7.), p. 102-111
|