Yuhua Yu

DRW Trading Group

540 W. Madison Street

Suite 2500

Chicago, IL 60661

United States

SCHOLARLY PAPERS

1

DOWNLOADS
Rank 47,772

SSRN RANKINGS

Top 47,772

in Total Papers Downloads

2,256

TOTAL CITATIONS

5

Scholarly Papers (1)

1.

Central Clearing of Interest Rate Swaps: A Comparison of Offerings

Number of pages: 25 Posted: 14 Mar 2011
University of Oxford, SpiderRock LLC and DRW Trading Group
Downloads 2,256 (14,636)
Citation 5

Abstract:

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interest rate swap, central clearing, convexity, swap futures, price alignment interest, net present value effect