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by finance1234
March 12th, 2009, 3:12 pm
Forum: General Forum
Topic: Interpreting EONIA volumes
Replies: 2
Views: 44001

Interpreting EONIA volumes

well i think to some extent EURIBOR & EONIA relationship deviation is reson for it.Earlier spread used to be around 6 bps since Jul-07 there is huge deviation in spread and traders traded more EONIA swaps .
by finance1234
July 29th, 2006, 10:16 am
Forum: Book And Research Paper Forum
Topic: Moody's CDO Papers
Replies: 23
Views: 140661

Moody's CDO Papers

by finance1234
July 29th, 2006, 10:11 am
Forum: Book And Research Paper Forum
Topic: any introductory paper on heston model
Replies: 1
Views: 97308

any introductory paper on heston model

if anybody has any introductory paper on heston mode with example plz share itRegards,amit