A survey on modeling and analysis of basis spreads
Year of publication: |
2012
|
---|---|
Authors: | Fujii, Masaaki ; Takahashi, Akihiko |
Published in: |
Recent advances in financial engineering 2011: proceedings of the International Workshop on Finance 2011. - Singapore : World Scientific, ISBN 981-4407-32-1. - 2012, p. 43-53
|
Subject: | Währungsderivat | Currency derivative | Währungsrisiko | Exchange rate risk | Zinsderivat | Interest rate derivative | Zinsstruktur | Yield curve | Arbitrage Pricing | Arbitrage pricing | Schätzung | Estimation | USA | United States |
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