Libor market models versus swap market models for pricing interest rate derivatives : an empirical analysis / Frank de Jong, Joost Driessen and Antoon Pelsser
| rdfs:label | "Libor market models versus swap market models for pricing interest rate derivatives : an empirical analysis / Frank de Jong, Joost Driessen and Antoon Pelsser" |
| schema:name | "Libor market models versus swap market models for pricing interest rate derivatives : an empirical analysis" |
| schema:author | Jong, Franciscus Cornelis Johannes Maria de (1966-) |
| Erasmus Centre for Financial Research (Rotterdam) | |
| schema:contributor | Driessen, Joost Johannes Arnold Gerardus (1974-) |
| Pelsser, Antoon AndreĢ Jean (1968-) | |
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<http:/ |
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schema:main |
<https:/ |
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http:/ |
"2001" |
| schema:about | econometrische modellen |
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Report / ECFR, Erasmus Center for Financial Research |
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26 |
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<https:/ |