Swap market models

Galluccio, Stefano; Scaillet, Olivier

doi:10.1002/9780470061602.eqf11032

Dictionary / Encyclopedia contribution

English

Swap market models

ContributorsGalluccio, Stefano; Scaillet, Olivier

Published inEncyclopedia of quantitative finance

PublisherLondon : Wiley

Publication date2008

Affiliation

Faculté d'économie et de management / Geneva Finance Research Institute

Citation (ISO format)

GALLUCCIO, Stefano, SCAILLET, Olivier. Swap market models. In: Encyclopedia of quantitative finance. London : Wiley, 2008. doi: 10.1002/9780470061602.eqf11032

Encyclopedia entry (Accepted version)

Identifiers

PID : unige:41862
DOI : 10.1002/9780470061602.eqf11032

ISBN9780470061602

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Creation11/16/2014 9:05:00 AM

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Swap market models

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