Interest rate modeling and the risk premiums in interest rate swaps

Publisher: Research Foundation of the Institute of Chartered Financial Analysts

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Note (General)：: Includes bibliographical references (p. 38-40)"Reissued in new format by Blackwell 2000"

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Material Type: 図書
ISBN: 0943205387
Title: Interest rate modeling and the risk premiums in interest rate swaps
Author/Editor: Robert Brooks
Author Heading: Brooks, Robert Edwin
https://ci.nii.ac.jp/author/DA10889947
Institute of Chartered Financial Analysts. Research Foundation
https://ci.nii.ac.jp/author/DA03558247
Publication, Distribution, etc.: Research Foundation of the Institute of Chartered Financial Analysts
Blackwell
Publication Date: 2000
Publication Date (W3CDTF): 2000
Size: 23 cm
Place of Publication (Country Code): us
Text Language Code: en
Subject Heading: Interest rate swaps -- Mathematical models
Interest rates -- Mathematical models
LCC: HG6024.5
Target Audience: 一般
Note (General): Includes bibliographical references (p. 38-40)
"Reissued in new format by Blackwell 2000"
Related Material: The Research Foundation of AIMR and Blackwell series in finance
https://cir.nii.ac.jp/crid/1130000796367051904
Related Material (URI): https://ci.nii.ac.jp/ncid/BA48965972#entity
https://lccn.loc.gov/99208024
Periodical Title: The Research Foundation of AIMR and Blackwell series in finance
https://cir.nii.ac.jp/crid/1130000796367051904
Data Provider (Database): 国立情報学研究所 : CiNii Research
Original Data Provider (Database): CiNii Books
https://ci.nii.ac.jp/books
NCID: https://ci.nii.ac.jp/ncid/BA48965972 : BA48965972
LC Control Number: 99208024
https://lccn.loc.gov/99208024