Interest Rate Modeling and the Risk Premiums in Interest Rate Swaps
Publisher: Research Foundation of AIMR & Blackwell Publishers
Published: November 1, 2000
Language: eng
Format: Paperback
Number of pages: 48
ISBN-13: 9780943205380
Subjects: Economics; Investment & securities; Corporate Finance; Business & Economics; Business / Economics / Finance; Business/Economics; Interest; Business & Economics / Interest; INTEREST RATES; Finance
First sentence: The focus of this research is on improving understanding of the consequences of using interest rate swap contracts, as well as related contracts.
Notes: The Research Foundation of AIMR and Blackwell Series in Finance