Pricing factors in multiple-term structures from interbank rates
Year of publication: |
2019
|
---|---|
Authors: | Lafuente, Juan Angel ; Petit, Nuria ; Serrano, Pedro |
Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 91.2019, p. 138-159
|
Subject: | Basis swaps | Multiple-term structures | Default risk | Swap | Kreditrisiko | Credit risk | Zinsstruktur | Yield curve | Theorie | Theory | Geldmarkt | Money market |
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