Title: The properties of interest rate swaps : An investigation of the price setting of illiquid interest rates swaps and the perfect hedging portfolios
Abstract: The main purpose of this thesis is to analyze the properties of various types of simple interest rates swaps, investigate how they depend on the swap rates of the liquid instruments on the market a ...
Publication Year: 2012
Publication Date: 2012-01-01
Language: en
Type: article
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