The Comparison of Interest Rate Swaps Valuation Models
碩士 === 銘傳大學 === 財務金融學系 === 86 === An interest rate swap is an agreement in which two parties,sometimes called counterparties,agree to exchange interest payments according to specific formulas. Pricing an interest rate swap means to determine the fixed rate that is appropriate for the terms of the...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
1998
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| Online Access: | http://ndltd.ncl.edu.tw/handle/72047223863721616946 |