What determines U.S. swap spreads?
Uloženo v:
| Hlavní autor: | |
|---|---|
| Korporativní autor: | |
| Další autoři: | , |
| Médium: | Elektronický zdroj E-kniha |
| Jazyk: | angličtina |
| Vydáno: |
Washington, D.C. :
World Bank,
2005.
|
| Edice: | World Bank working paper ;
no. 62. |
| Témata: | |
| On-line přístup: | An electronic book accessible through the World Wide Web; click to view |
| Tagy: |
Žádné tagy, Buďte první, kdo vytvoří štítek k tomuto záznamu!
|
Podobné jednotky: What determines U.S. swap spreads?
- Modeling and pricing of swaps for financial and energy markets with stochastic volatilities
- Swaps and other derivatives
- Quantitative analysis, derivatives modeling, and trading strategies in the presence of counterparty credit risk for fixed-income market /
- The complete book of option spreads and combinations : strategies for income generation, directional moves, and risk reduction /
- The Black-Scholes model
- Nonlinear models in mathematical finance new research trends in option pricing /