Essays on term structure and monetary policy
This dissertation treats two different themes. The first, addressed in Chapter 1, regards the pricing of interest rate swaps. The second, studied in the remaining two chapters, regards the implications of monetary policy for the term structure of interest rates.The pricing of interest rate swaps An...
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| Format: | Doctoral Thesis |
| Language: | English |
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Handelshögskolan i Stockholm, Finansiell Ekonomi (FI)
2004
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| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:hhs:diva-548 http://nbn-resolving.de/urn:isbn:91-7258-638-9 |