Hedging fixed income securities with interest rate swaps
Year of publication: |
2008
|
---|---|
Authors: | Ramamurthy, Shrikant |
Published in: |
Valuation, financial modeling, and quantitative tools. - Hoboken, NJ : Wiley, ISBN 978-0-470-07816-7. - 2008, p. 207-214
|
Subject: | Zinsderivat | Interest rate derivative | Hedging | Anleihe | Bond | Swap | Theorie | Theory |
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