No title Valuation of interest rate swaps and swaptions /

Buetow, Gerald W.

Valuation of interest rate swaps and swaptions / Gerald W. Buetow and Frank J. Fabozzi. - New Hope, PA : Frank J. Fabozzi Associates, c2001. - v, 242 p. : ill., figs., tables ; 24 cm.

Includes bibliographical references and index.



1883249899


Interest rate futures.
Swaps (Finance)

332.632/ B928v