Understanding and modelling swap spreads
Year of publication: |
2003
|
---|---|
Authors: | Cortes, Fabio |
Published in: |
Quarterly bulletin / Bank of England. - London : Bank of England Publ. Group, ISSN 0005-5166, ZDB-ID 715234-6. - Vol. 43.2003, 4, p. 407-416
|
Subject: | Zinsderivat | Interest rate derivative | Zinsstruktur | Yield curve | USA | United States | Großbritannien | United Kingdom |
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