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The spot swap yield curve : derivation and use

Bansal, Vipul K. - In: Advances in futures and options research : a research annual 6 (1993), pp. 279-290

Persistent link: https://www.econbiz.de/10001145838

Macroeconomic derivatives : more viable than first thought!

Bansal, Vipul K. - In: Global finance journal 6 (1995) 2, pp. 101-110

Persistent link: https://www.econbiz.de/10001201365

Synthetic barter : simulating countertrade solutions with swaps

Marshall, John F. - In: Global finance journal 7 (1996) 1, pp. 1-12

Persistent link: https://www.econbiz.de/10001207056

Hedging business cycle risk with macroeconomic swaps : some preliminary evidence

Bansal, Vipul K. - In: The journal of derivatives : the official publication … 1 (1994) 3, pp. 50-58

Persistent link: https://www.econbiz.de/10001219482

Understanding swaps

Marshall, John F.; Kapner, Kenneth R. - 1993

Persistent link: https://www.econbiz.de/10004179130

The swaps market

Marshall, John F.; Kapner, Kenneth R. - 1993 - 2. ed.

Persistent link: https://www.econbiz.de/10004182903

The swaps handbook : swaps and related risk management instruments

Kapner, Kenneth R.; Marshall, John F. - 1990

Persistent link: https://www.econbiz.de/10004102974

Interest Rate Swap Valuation since the Financial Crisis : Theory and Practice

Kawaller, Ira G. - 2017

The financial crisis of 2007-09 revealed the importance of counterparty credit risk in the valuation of non-collateralized interest rate swaps. In theory, these valuations rest on assumed default probabilities and recovery rates. These assumptions, however, should be reflected in the...

Persistent link: https://www.econbiz.de/10012963689