Understanding and modelling swap spreads
by Fabio Cortes
| Year of publication: |
2003
|
|---|---|
| Authors: | Cortes, Fabio |
| Published in: |
Quarterly bulletin / Bank of England. - London : Bank of England Publ. Group, ISSN 0005-5166, ZDB-ID 715234-6. - Vol. 43.2003, 4, p. 407-416
|
| Subject: | Zinsderivat | Interest rate derivative | Zinsstruktur | Yield curve | USA | United States | Großbritannien | United Kingdom |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001886646