General analysis of long-term interest rates
Year of publication: |
2020
|
---|---|
Authors: | Biagini, Francesca ; Gnoatto, Alessandro ; Härtel, Maximilian |
Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 23.2020, 1, p. 1-29
|
Subject: | Term structure | overnight indexed swap | long-term yield | long-term simple rate | long-term swap rate | Swap | Zinsstruktur | Yield curve | Zins | Interest rate |
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