Pricing and risk management of interest rate swaps (Q257234): Difference between revisions

@@ Property / author @@
-Rogemar S. Mamon
@@ Property / author: Rogemar S. Mamon / rank @@
-Normal rank
@@ Property / author @@
+Rogemar S. Mamon
@@ Property / author: Rogemar S. Mamon / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G20
@@ Property / Mathematics Subject Classification ID: 91G20 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G30
@@ Property / Mathematics Subject Classification ID: 91G30 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6555677
@@ Property / zbMATH DE Number: 6555677 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+swaps
@@ Property / zbMATH Keywords: swaps / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+risk management
@@ Property / zbMATH Keywords: risk management / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+financial mathematics
@@ Property / zbMATH Keywords: financial mathematics / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+numerical analysis
@@ Property / zbMATH Keywords: numerical analysis / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+stochastic interest rates
@@ Property / zbMATH Keywords: stochastic interest rates / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+Dowd
@@ Property / describes a project that uses: Dowd / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.ejor.2012.11.032
+Normal rank
@@ Property / OpenAlex ID @@
+W2029694642
@@ Property / OpenAlex ID: W2029694642 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:257234