Admissibility of generic market models of forward swap rates
Year of publication: |
2014
|
---|---|
Authors: | Li, Libo ; Rutkowski, Marek |
Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 1073194-5. - Vol. 24.2014, 4, p. 728-761
|
Subject: | forward swap rate | market model | Libor | admissibility | Swap | Theorie | Theory | Zinsderivat | Interest rate derivative | Derivat | Derivative | Währungsderivat | Currency derivative | Zinsstruktur | Yield curve |
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