Interest Rate Swaps: Valuation and application
碩士 === 國立臺灣大學 === 財務金融學研究所 === 83 === While the pricing of plain vanilla fixed/floating interest rate swaps appears to be straightforward, many existing theories are based on the incorrect characterization of a swap as a simple exchange of a fixed for a floating rate note. In the presence of defau...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
1995
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| Online Access: | http://ndltd.ncl.edu.tw/handle/96593438037062304161 |