Spread ladder swaps : an analysis of controversial interest rate derivatives
Year of publication: |
2012
|
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Authors: | Muck, Matthias |
Published in: |
Financial markets and portfolio management. - Heidelberg [u.a.] : Springer, ISSN 1934-4554, ZDB-ID 2052480-8. - Vol. 26.2012, 2, p. 269-289
|
Subject: | Spread ladder swaps | Derivatives | LIBOR market model | Swap | Derivat | Derivative | Zinsstruktur | Yield curve | Zinsderivat | Interest rate derivative | Optionspreistheorie | Option pricing theory |
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