DOI10.1007/978-3-319-33446-2_15zbMath1398.91621OpenAlexW2559744404MaRDI QIDQ4689915
Vilimir Yordanov
Publication date: 22 October 2018 Published in: Innovations in Derivatives Markets (Search for Journal in Brave) Full work available at URL: https://doi.org/10.1007/978-3-319-33446-2_15
zbMATH Keywords
HJMforeign debtCDS-bond basisdomestic debtZ-spread
Mathematics Subject Classification ID
Derivative securities (option pricing, hedging, etc.) (91G20)
Cites Work