The impact of collateralization on swap rates
Year of publication: |
2007
|
---|---|
Authors: | Johannes, Michael ; Sundaresan, Suresh M. |
Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 62.2007, 1, p. 383-410
|
Subject: | Zinsderivat | Interest rate derivative | Zinsstruktur | Yield curve | Theorie | Theory |
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