Konstrukce výnosových křivek v pokrizovém období
Year of publication: |
2014
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Authors: | Baran, Jaroslav ; Witzany, Jiří |
Published in: |
Politická ekonomie : teorie, modelování, aplikace. - Praha : [Verlag nicht ermittelbar], ISSN 0032-3233, ZDB-ID 281357-9. - Vol. 62.2014, 1, p. 67-99
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Subject: | swap spreads | overnight indexed swap | basis swap | cross-currency swap | discount factor | collateral |
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