Hedging performance of the Libor market model : the cap market case
Year of publication: |
2011
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Authors: | Attaoui, Sami |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 21.2011, 16/18, p. 1215-1223
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Subject: | Hedging | Zinsderivat | Interest rate derivative | Zinsstruktur | Yield curve | EU-Staaten | EU countries |
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