The valuation of US dollar interest rate swaps
By: by Julian S. Alworth.
Series: BIS economic papers,; no. 35
Publisher: Bank for International Settlements, Monetary and Economic Dept.
Published: 1993
Place of publication: Basle
Language: eng
Number of pages: 45
Subjects: Interest rate swaps.; Dollar, American.
Other titles: Valuation of U.S. dollar interest rate swaps.; Valuation of United States dollar interest rate swaps.