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Interest Rate Modeling and the Risk Premiums in Interest Rate Swaps (The Research Foundation of AIMR and Blackwell Series in Finance)

Robert Interest Rate Modeling and the Risk Premiums in Interest Rate Swaps (The Research Foundation of AIMR and Blackwell Series in Finance) Brooks

This monograph addresses the go back part of the choice to take advantage of rate of interest swaps or different interest-rate-contingent claims. Interest Rate Modeling and the Risk Premiums in Interest Rate Swaps (The Research Foundation of AIMR and Blackwell Series in Finance) as the financial charges of choices concerning a company's rules towards debt maturities are very important to inventory rate performance, the research during this monograph has functional implications for funding analysts. Brooks demonstrates how an at-the-market change with a hazard top class may have an important impression at the anticipated go back from utilizing the swap.

Interest Rate Modeling And The Risk Premiums In Interest Rate Swaps The Research Foundation Of AIMR And Blackwell Series In Finance

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