Interest rate modeling and the risk premiums in interest rate swaps

著者

• Brooks, Robert Edwin
• Institute of Chartered Financial Analysts. Research Foundation

書誌事項

Interest rate modeling and the risk premiums in interest rate swaps

Robert Brooks

（The Research Foundation of AIMR and Blackwell series in finance）

Research Foundation of the Institute of Chartered Financial Analysts , Blackwell, 2000

注記

Includes bibliographical references (p. 38-40)

"Reissued in new format by Blackwell 2000"

詳細情報

• NII書誌ID(NCID): BA48965972
• ISBN:
  • 0943205387
• LCCN: 99208024
• 出版国コード: us
• タイトル言語コード: eng
• 本文言語コード: eng
• 出版地: Charlottesville, Va.,Malden, Mass.
• ページ数/冊数: viii, 40 p.
• 大きさ: 23 cm
• 分類:
  • LCC : HG6024.5
  • DC21 : 332.8/2/011
• 件名:
  • LCSH : Interest rate swaps -- Mathematical models
  • LCSH : Interest rates -- Mathematical models
• 親書誌ID:
  • BA4896470X