Theory and Calibration of Swap Market Models
Year of publication: |
2004-03-01
|
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Authors: | Galluccio, Stefano ; Huang, Zhijhang ; Ly, Jean-Michel ; Scaillet, Olivier |
Institutions: | Institut für Schweizerisches Bankwesen <Zürich> ; National Centre of Competence in Research North South <Bern> |
Subject: | Swap | Abstimmung | voting paradoxes | Graphentheorie |
Extent: | 39 p. application/pdf |
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Series: | Working Paper ; No. 154 (2004) |
Type of publication: | Book / Working Paper |
Language: | English |
Classification: | G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing ; Financial theory ; Individual Working Papers, Preprints ; No country specification |
Source: | USB Cologne (business full texts) |
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