Are interest rate derivatives spanned by the term structure of interest rates? Massoud Heidari and Liuren Wu
Year of publication: |
2003
|
---|---|
Authors: | Heidari, Massoud ; Wu, Liuren |
Published in: |
The journal of fixed income. - London : IPR Journals, ISSN 1059-8596, ZDB-ID 1116103-6. - Vol. 13.2003, 1, p. 75-86
|
Subject: | Zinsstruktur | Yield curve | Derivat | Derivative | USA | United States |
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