Title of article :
An empirical examination of the convexity bias in the pricing of interest rate swaps
Author/Authors :
Anurag Gupta، نويسنده , , Marti G. Subrahmanyam، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2000
Keywords :
Interest rate futures , Interest rate swaps , Term structure models , Forward rate agreements , convexity
Journal title :
Journal of Financial Economics
Journal title :
Journal of Financial Economics
