595 Commonwealth Avenue
Boston, MA 02215
Boston University - Department of Finance & Economics
in Total Papers Downloads
overnight indexed swap, interest rate swap, risk management, LIBOR
interest rate, derivatives, valuation, credit risk
Interest Rate Swap Valuation
Bond Math, Bloomberg, After-Tax Yields
Financial Statement Analysis, Accounting and Auditing Standards Development, Auditing Standards, Analysis of Off-Balance-Sheet Assets and Liabilities, Disclosure of Off-Balance-Sheet Liabilities, Analysis of Financial Instruments, Derivatives, and Hedging Activities
Portfolio Management: Asset/Liability Management, Risk Measurement and Management: Equity Portfolios, Fixed-Income Portfolios
Cookies are used by this site. To decline or learn more, visit our Cookies page.
This page was processed by apollobot1 in 0.375 seconds
We'd like to ask you to provide feedback on your experience with SSRN today. Your feedback will be used to enhance the site in the future.
Would you be willing to answer a few questions when you leave our site?
Yes, I'm willing to take part in a survey
No, thank you