Models of forward Libor and swap rates
Year of publication: |
1999
|
---|---|
Authors: | Rutkowski, Marek |
Published in: |
Applied Mathematical Finance. - Taylor & Francis Journals, ISSN 1350-486X. - Vol. 6.1999, 1, p. 29-60
|
Publisher: |
Taylor & Francis Journals |
Subject: | Zero-coupon Bond | Libor Rate | Swap Rate | Swaption | Eurodollar Futures |
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