Research Catalog

Interest rate modeling and the risk premiums in interest rate swaps

Title
Interest rate modeling and the risk premiums in interest rate swaps / Robert Brooks.
Author
Brooks, Robert Edwin, 1960-
Publication
Charlottesville, Va., U.S.A. : Research Foundation of the Institute of Chartered Financial Analysts, c1997.

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Details

Additional Authors
Institute of Chartered Financial Analysts. Research Foundation.
Description
40 p. : ill.; 23 cm.
Subject
  • Interest rate swaps > Mathematical models
  • Interest rates > Mathematical models
Bibliography (note)
  • Includes bibliographical references (p. 38-40).
Call Number
JBE 01-444
ISBN
0943205387
LCCN
99208024
OCLC
38460019
Author
Brooks, Robert Edwin, 1960-
Title
Interest rate modeling and the risk premiums in interest rate swaps / Robert Brooks.
Imprint
Charlottesville, Va., U.S.A. : Research Foundation of the Institute of Chartered Financial Analysts, c1997.
Bibliography
Includes bibliographical references (p. 38-40).
Added Author
Institute of Chartered Financial Analysts. Research Foundation.
Research Call Number
JBE 01-444
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