The Pricing behavior of interest rate swap contracts
By: Phoebus J. Dhrymes and Sung R. Lee
Series: Discussion paper series (Columbia University. Dept. of Economics) -- no. 575; Discussion paper series (Columbia University. Department of Economics) -- no. 575
Publisher: Columbia University, Department of Economics
Published: 1991
Place of publication: New York
Language: eng
Number of pages: 19