CMS spread products
Contributors
Galluccio, Stefano; Scaillet, Olivier
Published in
BNP Paribas Fixed Income (Ed.), Encyclopedia of quantitative financePublisher
London : John Wiley and SonsPublication date
2010UNIGE affiliation entities
Citation (ISO format)
GALLUCCIO, Stefano, SCAILLET, Olivier. CMS spread products. In: Encyclopedia of quantitative finance. BNP Paribas Fixed Income (Ed.). 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
