Mathematics of the Bond and Interest-Rate Swap Markets

Song, Chunhui and Ma, Qingyang and Li, Jiatong (2023) Mathematics of the Bond and Interest-Rate Swap Markets. In: Proceedings of the 4th International Conference on Economic Management and Model Engineering, ICEMME 2022, November 18-20, 2022, Nanjing, China.

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Abstract

As a financial derivative instrument, interest rate swap has been invested by an increasing number of investors due to a variety of reasons, but this paper emphasizes the most significant ones which are speculative function and the role of risk avoidance. In addition, this report aims to look for re

Item Type: Conference or Workshop Item (UNSPECIFIED)
Date Deposited: 04 Mar 2026 16:02
Last Modified: 17 Apr 2026 03:49
URI: http://eprints.eai.eu/id/eprint/41940

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