Journal of Mathematical Finance

Vol.2 No.2(2012), Paper ID 19217, 6 pages

DOI:10.4236/jmf.2012.22020

 

On Valuing Constant Maturity Swap Spread Derivatives

 

Leonard Tchuindjo

 

US Department of the Treasury, Washington DC, USA

 

Copyright © 2012 Leonard Tchuindjo et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

 

How to Cite this Article

L. Tchuindjo, "On Valuing Constant Maturity Swap Spread Derivatives," Journal of Mathematical Finance, Vol. 2 No. 2, 2012, pp. 189-194. doi: 10.4236/jmf.2012.22020.
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