Interest rate modeling and the risk premiums in interest rate swaps
By: Robert Brooks.
Contributors: Institute of Chartered Financial Analysts. Research Foundation.
Publisher: Research Foundation of the Institute of Chartered Financial Analysts
Published: 1997
Place of publication: Charlottesville, Va., U.S.A
Language: eng
Number of pages: 40
Subjects: Interest rate swaps -- Mathematical models.; Interest rates -- Mathematical models.
Notes: Includes bibliographical references (p. 38-40).