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Title

CMS spread products

Authors
Galluccio, Stefano
Published in BNP Paribas Fixed Income. Encyclopedia of quantitative finance. London: John Wiley and Sons. 2010
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ISBN: 9780470061602
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Article (Author postprint) (45 Kb) - document accessible for UNIGE members only Limited access to UNIGE
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GALLUCCIO, Stefano, SCAILLET, Olivier. CMS spread products. In: BNP Paribas Fixed Income (Ed.). Encyclopedia of quantitative finance. London : John Wiley and Sons, 2010. doi: 10.1002/9780470061602.eqf11014 https://archive-ouverte.unige.ch/unige:41790

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Deposited on : 2014-11-14

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