‘Finem Lauda’ or the risks in swaps
- 1 December 1990
- journal article
- Published by Elsevier in Insurance: Mathematics and Economics
- Vol. 9 (4) , 295-303
- https://doi.org/10.1016/0167-6687(90)90008-2
Abstract
No abstract availableThis publication has 5 references indexed in Scilit:
- Term structure of interest rates: The martingale approachAdvances in Applied Mathematics, 1989
- Interest Rate Swaps: An Alternative ExplanationFinancial Management, 1988
- Swaps: A Zero Sum Game?Financial Management, 1987
- An Economic Analysis of Interest Rate SwapsThe Journal of Finance, 1986
- Martingales and stochastic integrals in the theory of continuous tradingStochastic Processes and their Applications, 1981