Derivatives pricing - Constant maturity asset swap convexity correction
| Year of publication: |
2012
|
|---|---|
| Authors: | Pucci, Mario |
| Published in: |
Risk : managing risk in the world's financial markets. - London : Incisive Financial Publ, ISSN 0952-8776, ZDB-ID 10494753. - Vol. 25.2012, 4, p. 68-72
|