. . . "Valuation of Derivatives Using Different Convexity Adjustments"@en . . "Valuation of Derivatives Using Different Convexity Adjustments" . "Basic themes of document: interest rate derivatives; Libor in arrears; constant maturity swap; valuation models; convexity adjustment"@en . "Basic themes of document: interest rate derivatives; Libor in arrears; constant maturity swap; valuation models; convexity adjustment" . . . "1"^^ . "Samos Island" . . "National and Capodistrian University of Athens" . "978-960-466-044-5" . "P(GA402/09/0732)" . "Witzany, Ji\u0159\u00ED" . "2009-06-02+02:00"^^ . "Athens" . . "31110" . . . "RIV/61384399:31110/09:00031782!RIV10-GA0-31110___" . . "[D8F9B101FB86]" . "interest rate derivatives; Libor in arrears; constant maturity swap; valuation models; convexity adjustment"@en . . . "RIV/61384399:31110/09:00031782" . "Valuation of Derivatives Using Different Convexity Adjustments" . "348405" . . "6th AFE - International Conference on Applied Financial Economics" . . . "Valuation of Derivatives Using Different Convexity Adjustments"@en . . "1"^^ . "8"^^ . .