مرکز منطقه ای اطلاع رساني علوم و فناوري - An empirical examination of basic valuation models for plain vanilla U.S. interest rate swaps

Title of article :

An empirical examination of basic valuation models for plain vanilla U.S. interest rate swaps

Author/Authors :

Bernadette A. Minton، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 1997

Pages :

From page :

251

To page :

277

Keywords :

Swap pricing , Eurodollar futures priCing , Bond pricing , Interest rate swaps

Journal title :

Journal of Financial Economics

Serial Year :

1997

Journal title :

Journal of Financial Economics

Record number :

257266

Link To Document :