CMS spread products
ContributorsGalluccio, Stefano; Scaillet, Olivier
Published inEncyclopedia of quantitative finance, Editors BNP Paribas Fixed Income
PublisherLondon : John Wiley and Sons
Publication date2010
Citation (ISO format)
GALLUCCIO, Stefano, SCAILLET, Olivier. CMS spread products. In: Encyclopedia of quantitative finance. London : John Wiley and Sons, 2010. doi: 10.1002/9780470061602.eqf11014
Main files (1)
Encyclopedia entry (Accepted version)
Identifiers
- PID : unige:41790
- DOI : 10.1002/9780470061602.eqf11014
ISBN9780470061602
