Using forward rate agreements to price and hedge interest rate swaps

Rob Brown, Victor K F Fang

Research output: Contribution to journal › Article › Research › peer-review

Original language	English
Pages (from-to)	71 - 76
Number of pages	6
Journal	Accounting Research Journal
Volume	17
Issue number	1
Publication status	Published - 2004

Cite this

@article{e6b9244786944974871f92281e11018c,

title = "Using forward rate agreements to price and hedge interest rate swaps",

author = "Rob Brown and Fang, \{Victor K F\}",

year = "2004",

language = "English",

volume = "17",

pages = "71 -- 76",

journal = "Accounting Research Journal",

issn = "1030-9616",

publisher = "Emerald Group Publishing Limited",

number = "1",

}