VALUATION - Floating-Fixed Credit Spreads - Yield spreads between floating-rate and fixed-rate notes of the same credit quality are modeled.
| Year of publication: |
2001
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|---|---|
| Authors: | Duffie, Darrell ; Liu, Jun |
| Published in: |
Financial analysts' journal : FAJ. - Charlottesville, Va : CFA Institute, ISSN 0015-198X, ZDB-ID 2194090. - Vol. 57.2001, 3, p. 76-87
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