What determines U.S. swap spreads? /
Kóbor, Ádám.
What determines U.S. swap spreads? / Adam Kobor, Lishan Shi, Ivan Zelenko. - Washington, D.C. : World Bank, c2005. - vii, 47 p. : ill. ; 26 cm. - World Bank working paper ; no. 62 .
Includes bibliographical references (p. 45-47).
0821363387 9780821363386
2005049916
Swaps (Finance)--United States.
Interest rates--Mathematical models.
HG6024.U6 / K63 2005
332.64570973 / WOW 2005
What determines U.S. swap spreads? / Adam Kobor, Lishan Shi, Ivan Zelenko. - Washington, D.C. : World Bank, c2005. - vii, 47 p. : ill. ; 26 cm. - World Bank working paper ; no. 62 .
Includes bibliographical references (p. 45-47).
0821363387 9780821363386
2005049916
Swaps (Finance)--United States.
Interest rates--Mathematical models.
HG6024.U6 / K63 2005
332.64570973 / WOW 2005