What determines U.S. swap spreads? [electronic resource] / Adam Kobor, Lishan Shi, Ivan Zelenko.
By: Kobor, Adam.
Contributor(s): Shi, Lishan | Zelenko, Ivan | ebrary, Inc
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Series: World Bank working paper: no. 62.Publisher: Washington, D.C. : World Bank, 2005Description: vii, 47 p.Subject(s): Swaps (Finance) -- United States | Interest rates -- Mathematical modelsGenre/Form: Electronic books.DDC classification: 332.64/57/0973 Online resources: An electronic book accessible through the World Wide Web; click to view
| Item type | Current location | Call number | Status | Date due | Barcode |
|---|---|---|---|---|---|
| 332.64/57/0973 (Browse shelf) | Available |
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| 332.64/57 An introduction to equity derivatives | 332.64/57 Equity derivatives explained / | 332.64/57/01135262 Modeling derivatives in C++ | 332.64/57/0973 What determines U.S. swap spreads? | 332.64/570151 Quantitative analysis, derivatives modeling, and trading strategies | 332.64 BAK 2010 The trade lifecycle : | 332.64 BUS The markets never sleep : |
Includes bibliographical references.
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Electronic reproduction. Palo Alto, Calif. : ebrary, 2009. Available via World Wide Web. Access may be limited to ebrary affiliated libraries.