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Interest rates / Interest rate swap / Libor / Yield curve / Overnight indexed swap / Swap rate / Swap / Discounting / Financial economics / Economics / Finance


Financial Research and Training Center Discussion Paper Series A Note on Construction of Multiple Swap Curves with and without Collateral
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Document Date: 2010-02-03 03:02:25

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File Size: 275,17 KB

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Company

London Inter Bank Offer / Shinsei Bank Limited / /

Country

Japan / United States / /

Currency

USD / JPY / /

Event

Reorganization / /

Facility

The University of Tokyo / The University / University of Tokyo / /

IndustryTerm

swap products / income products / interest rate products / nancial products / /

Organization

University of Tokyo / Graduate School / Financial Services Agency / Center for Advanced Research / Financial Research and Training Center Financial Services Agency Government / Cross Currency Swap / U.S. Securities and Exchange Commission / Financial Research and Training Center / /

Person

Akihiko Takahashi / Libor / Masaaki Fujii / /

Position

Professor / General Manager / Capital Markets Division / forward / /

ProvinceOrState

Tennessee / /

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