Yield Curve Construction after Crisis
Year of publication: |
2014
|
---|---|
Authors: | Baran, Jaroslav ; Witzany, Jiří |
Published in: |
Politická ekonomie. - Vysoká Škola Ekonomická v Praze, ISSN 0032-3233. - Vol. 2014.2014, 1, p. 67-99
|
Publisher: |
Vysoká Škola Ekonomická v Praze |
Subject: | discount factor | swap spreads | overnight indexed swap | basis swap | cross-currency swap | collateral |
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