Showing 1 - 3 results of 3 for search '"Interest rate swaps."', query time: 0.02s Refine Results
  1. 1

    The two sides of derivatives usage Hedging and speculating with interest rate swaps. by Chernenko, Sergey

    Article

    The two sides of derivatives usage Hedging and speculating with interest rate swaps.
  2. 2

    Counterpaty credit risk modelling using linear Gaussian two factor model (G2++) and Libor Market Model by Asistin, Anchor Loi L.

    Thesis

    Counterpaty credit risk modelling using linear Gaussian two factor model (G2++) and Libor Market Model
  3. 3

    The impact of collateralization on swap rates. by Johanness, Michael

    Published in Journal of Finance
    Article

    The impact of collateralization on swap rates.

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