• 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
    27
  • 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