Comparing Eurodollar Strips to Interest Rate Swaps
- 31 August 1994
- journal article
- Published by With Intelligence LLC in The Journal of Derivatives
- Vol. 2 (1) , 67-79
- https://doi.org/10.3905/jod.1994.407899
Abstract
No abstract availableThis publication has 1 reference indexed in Scilit:
- Arbitrage free pricing of interest rate futures and forward contractsJournal of Futures Markets, 1993