The Zeeman Effect in Finance : Libor Spectroscopy and Basis Risk Management
Year of publication: |
2012
|
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Authors: | Bianchetti, Marco |
Publisher: |
[2012]: [S.l.] : SSRN |
Subject: | Zinsderivat | Interest rate derivative | Theorie | Theory | China | Zinsstruktur | Yield curve | Risikomanagement | Risk management |
Extent: | 1 Online-Ressource (22 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments October 31, 2011 erstellt |
Other identifiers: | 10.2139/ssrn.1951578 [DOI] |
Classification: | E43 - Determination of Interest Rates; Term Structure Interest Rates ; G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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