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Statements

Subject Item
n2:RIV%2F61384399%3A31110%2F10%3A00034527%21RIV11-GA0-31110___
rdf:type
skos:Concept n14:Vysledek
dcterms:description
Main topics of the document: interest rate derivatives; LIBOR; convexity adjustment; swap market model; Libor market model Main topics of the document: interest rate derivatives; LIBOR; convexity adjustment; swap market model; Libor market model
dcterms:title
Valuation of volatility sensitive interest rate derivatives in a emerging market Valuation of volatility sensitive interest rate derivatives in a emerging market
skos:prefLabel
Valuation of volatility sensitive interest rate derivatives in a emerging market Valuation of volatility sensitive interest rate derivatives in a emerging market
skos:notation
RIV/61384399:31110/10:00034527!RIV11-GA0-31110___
n3:aktivita
n8:P
n3:aktivity
P(GA402/09/0732)
n3:cisloPeriodika
4
n3:dodaniDat
n13:2011
n3:domaciTvurceVysledku
n10:1038397
n3:druhVysledku
n9:J
n3:duvernostUdaju
n17:S
n3:entitaPredkladatele
n16:predkladatel
n3:idSjednocenehoVysledku
295227
n3:idVysledku
RIV/61384399:31110/10:00034527
n3:jazykVysledku
n11:eng
n3:klicovaSlova
interest rate derivatives; LIBOR; convexity adjustment; swap market model; Libor market model
n3:klicoveSlovo
n5:swap%20market%20model n5:LIBOR n5:convexity%20adjustment n5:Libor%20market%20model n5:interest%20rate%20derivatives
n3:kodStatuVydavatele
GB - Spojené království Velké Británie a Severního Irska
n3:kontrolniKodProRIV
[2CECAE56A390]
n3:nazevZdroje
International Journal of Financial Markets and Derivatives
n3:obor
n12:AH
n3:pocetDomacichTvurcuVysledku
1
n3:pocetTvurcuVysledku
1
n3:projekt
n15:GA402%2F09%2F0732
n3:rokUplatneniVysledku
n13:2010
n3:svazekPeriodika
1
n3:tvurceVysledku
Witzany, Jiří
s:issn
1756-7149
s:numberOfPages
14
n18:organizacniJednotka
31110