Models of forward Libor and swap rates
Marek Rutkowski
| Year of publication: |
1999
|
|---|---|
| Authors: | Rutkowski, Marek |
| Published in: |
Applied mathematical finance. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1350-486X, ZDB-ID 1282409-4. - Vol. 6.1999, 1, p. 29-60
|
| Subject: | Zinsderivat | Interest rate derivative | Swap | Euromarkt | Euromarkets | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Applied mathematical finance |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001449235