Example: bachelor of science

Search results with tag "Negative swap spreads and limited arbitrage"

Negative Swap Spreads and Limited Arbitrage

Negative Swap Spreads and Limited Arbitrage

finance.wharton.upenn.edu

Negative Swap Spreads and Limited Arbitrage Urban J. Jermann ∗ Wharton School of the University of Pennsylvania and NBER July 11, 2018 Abstract Since October 2008 fixed rates for interest rate swaps with a thirty year maturity

  Limited, Swaps, Spreads, Negative, Arbitrage, Negative swap spreads and limited arbitrage

Similar queries