Zero coupon swap (English Wikipedia)

Analysis of information sources in references of the Wikipedia article "Zero coupon swap" in English language version.

refsWebsite

Global rank English rank

1tradinginterestrates.com

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arxiv.org

See section 3 of Marco Bianchetti and Mattia Carlicchi (2012). Interest Rates after The Credit Crunch: Multiple-Curve Vanilla Derivatives and SABR

bis.org

"OTC derivatives statistics at end-December 2014" (PDF). Bank for International Settlements.

kpmg.com

Multi-Curve Valuation Approaches and their Application to Hedge Accounting according to IAS 39, Dr. Dirk Schubert, KPMG

tradinginterestrates.com

Pricing and Trading Interest Rate Derivatives: A Practical Guide to Swaps, J H M Darbyshire, 2017, ISBN 978-0995455528