The market value and dynamic interest rate risk of swaps
Andrew H. Chen and Mohammed M. Chaudhury
| Year of publication: |
2002
|
|---|---|
| Authors: | Chen, Andrew H. ; Chaudhury, Mohammed M. |
| Published in: |
Research in finance. - Bingley [u.a.] : Emerald JAI, ISSN 0196-3821, ZDB-ID 447662-1. - Vol. 19.2002, p. 199-239
|
| Subject: | Zinsrisiko | Interest rate risk | Zinsderivat | Interest rate derivative | Zinsstruktur | Yield curve | Kreditrisiko | Credit risk |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Research in finance |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001717570