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Swaps and Forward Rate Agreements

Robert Mamayev

Chapter Chapter 8 in Data Modeling of Financial Derivatives, 2013, pp 163-187 from Springer

Abstract: Abstract An optimist may see a light where there is none, but why must the pessimist always run to blow it out?

Keywords: Interest Rate; Spot Price; Contract Type; Business Rule; Forward Contract (search for similar items in EconPapers)
Date: 2013
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-1-4302-6590-0_8

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DOI: 10.1007/978-1-4302-6590-0_8

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