The pricing of equity swaps and swaptions

Journal of Derivatives

Volumn 5, Issue 4, 1998, Pages 19-31

  Chance, Don M ^a   Rich, Don ^b  

^a PAMPLIN COLLEGE OF BUSINESS   (United States)

^b NORTHEASTERN UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 85014086563     PISSN: 10741240     EISSN: None     Source Type: Journal    
DOI: 10.3905/jod.1998.408004     Document Type: Article

References (18)

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