The co-initial swap market model
Year of publication: |
2004
|
---|---|
Authors: | Galluccio, Stefano ; Hunter, Christopher |
Published in: |
Economic notes : economic review of Banca Monte dei Paschi di Siena. - Oxford : Wiley-Blackwell, ISSN 0391-5026, ZDB-ID 194032-6. - Vol. 33.2004, 2, p. 209-232
|
Subject: | Swap | Theorie | Theory | Zinsderivat | Interest rate derivative | Zinsstruktur | Yield curve |
-
Valuation of default-risky interest-rate swaps
Abken, Peter A., (1991)
-
Lekkos, Ilias, (2005)
-
Modeling swap spreads in normal and stressed environments
Bhansali, Vineer, (2008)
- More ...
-
The Co-Initial Swap Market Model
Galluccio, Stefano, (2005)
-
The Co-initial Swap Market Model
Galluccio, Stefano, (2004)
-
The Co-initial Swap Market Model
Galluccio, Stefano, (2004)
- More ...