Interest rates - In the firing range - Range accruals have been one of the success stories of the structured interest rate derivatives business, but how did the market hold up during last year's divergence between Libor and base rates?
Year of publication: |
2008
|
---|---|
Authors: | Madigan, Peter |
Published in: |
Risk : managing risk in the world's financial markets. - London : Incisive Financial Publ, ISSN 0952-8776, ZDB-ID 10494753. - Vol. 21.2008, 2, p. 68-70
|
Saved in:
Saved in favorites
Similar items by person
-
Inflation derivatives house of the year - Barclays Capital
Madigan, Peter, (2010)
-
Madigan, Peter, (2009)
-
Madigan, Peter, (2009)
- More ...