Negative swap spreads and limited arbitrage

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Bibliographic Details

Authors and Corporations:	Jermann, Urban J. (Author)
Type of Resource:	E-Book
Language:	English
published:	[Philadelphia, PA Rodney L. White Center for Financial Research] November 17, 2017
Series:	Rodney L. White Center for Financial Research: Working papers ; 05-17
Subjects:	Swap spread limited arbitrage fixed income arbitrage Arbeitspapier Graue Literatur
Source:	Verbunddaten SWB Lizenzfreie Online-Ressourcen