Pricing interest rate swaps in an options pricing framework
| Year of publication: |
1987
|
|---|---|
| Authors: | Whittaker, J. Gregg |
| Institutions: | Federal Reserve Bank of Kansas City |
| Subject: | Swaps (Finance) | Options (Finance) | Interest rates |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | Number 87-02 |
| Source: |
Persistent link: https://www.econbiz.de/10005410840