Pricing and risk management of interest rate swaps
Sovan Mitra; Paresh Date; Rogemar Mamon; I-Chieh Wang
| Year of publication: |
2013
|
|---|---|
| Authors: | Mitra, Sovan ; Date, Paresh ; Mamon, Rogemar ; Wang, I-chieh |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 228.2013, 1 (1.7.), p. 102-111
|
| Subject: | Swap | Zinsderivat | Interest rate derivative | Risikomanagement | Risk management | Hedging | Portfolio-Management | Portfolio selection |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009734148