"RIV/61384399:31110/10:00034527" . "Valuation of volatility sensitive interest rate derivatives in a emerging market" . . . "Valuation of volatility sensitive interest rate derivatives in a emerging market"@en . "Valuation of volatility sensitive interest rate derivatives in a emerging market" . "14"^^ . . "interest rate derivatives; LIBOR; convexity adjustment; swap market model; Libor market model"@en . . "4" . "Valuation of volatility sensitive interest rate derivatives in a emerging market"@en . . . "1756-7149" . "GB - Spojen\u00E9 kr\u00E1lovstv\u00ED Velk\u00E9 Brit\u00E1nie a Severn\u00EDho Irska" . "295227" . . . . "P(GA402/09/0732)" . . "1"^^ . . "Main topics of the document: interest rate derivatives; LIBOR; convexity adjustment; swap market model; Libor market model"@en . "[2CECAE56A390]" . "1"^^ . "International Journal of Financial Markets and Derivatives" . . "1" . . "Main topics of the document: interest rate derivatives; LIBOR; convexity adjustment; swap market model; Libor market model" . . . "RIV/61384399:31110/10:00034527!RIV11-GA0-31110___" . "Witzany, Ji\u0159\u00ED" . . . "31110" .