Research Catalog

Valuation of interest rate swaps and swaptions

Title
Valuation of interest rate swaps and swaptions / Gerald W. Buetow, Frank J. Fabozzi.
Author
Buetow, Gerald W.
Publication
New Hope, PA : Frank J. Fabozzi Associates, c2001.

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Details

Additional Authors
Fabozzi, Frank J.
Description
v, 242 p. : ill.; 24 cm.
Subject
  • Interest rate futures
  • Swaps (Finance)
Note
  • Includes index.
Call Number
JBE 01-2069
ISBN
1883249899
OCLC
48537474
Author
Buetow, Gerald W.
Title
Valuation of interest rate swaps and swaptions / Gerald W. Buetow, Frank J. Fabozzi.
Imprint
New Hope, PA : Frank J. Fabozzi Associates, c2001.
Added Author
Fabozzi, Frank J.
Research Call Number
JBE 01-2069
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