Using forward rate agreements to price and hedge interest rate swaps

Brown, Rob and Fang, Victor 2004, Using forward rate agreements to price and hedge interest rate swaps, Accounting research journal, vol. 17, no. 1, pp. 71-76.

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Title Using forward rate agreements to price and hedge interest rate swaps
Author(s) Brown, Rob
Fang, Victor
Journal name Accounting research journal
Volume number 17
Issue number 1
Start page 71
End page 76
Total pages 6
Publisher Emerald Group Publishing
Place of publication London, England
Publication date 2004
ISSN 1030-9616
Language eng
Field of Research 159999 Commerce, Management, Tourism and Services not elsewhere classified
Socio Economic Objective 970115 Expanding Knowledge in Commerce, Management, Tourism and Services
HERDC Research category C1.1 Refereed article in a scholarly journal
Copyright notice ©2004, Emerald Group Publishing
Persistent URL http://hdl.handle.net/10536/DRO/DU:30042548

Document type: Journal Article
Collection: School of Accounting, Economics and Finance
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