Concepedia

Swap Valuation

Swap Valuation is a financial valuation method that determines the present value of a derivative contract involving the exchange of cash flows between two counterparties, distinguished by its application to interest rate swaps through the comparison of fixed and floating leg values discounted at appropriate market rates.

92

Publications

5.8K

Citations

138

Authors

103

Institutions

Publications per year

2017–2026

6

Parents

Publications

92

1–5 of 92

Authors

138

  1. DB
    Damiano Brigo

    Imperial College London, United Kingdom

    4 publications · 117 citations

    4

    h-index

  2. RR
    Riccardo Rebonato

    University of Oxford, United Kingdom

    4 publications · 104 citations

    4

    h-index

  3. MG
    Marti G. Subrahmanyam

    New York University, United States

    3 publications · 142 citations

    3

    h-index

  4. DD
    Darrell Duffie

    Stanford University, United States

    3 publications · 1.2K citations

    3

    h-index

  5. DL
    David Lando

    Copenhagen Business School, Denmark

    2 publications · 324 citations

    2

    h-index

1–5 of 138

Institutions

103

  1. Imperial College London

    London, United Kingdom

    3 h-index

    3 publications

    74 citations

  2. Copenhagen Business School

    Copenhagen, Denmark

    3 h-index

    5 publications

    673 citations

  3. New York University

    New York, United States

    3 h-index

    4 publications

    176 citations

  4. Renmin University of China

    Beijing, China

    2 h-index

    5 publications

    99 citations

  5. Pennsylvania State University

    State College, United States

    2 h-index

    2 publications

    335 citations

  6. Them (United States)

    Marlton, United States

    2 h-index

    2 publications

    190 citations

  7. Hong Kong University of Science and Technology

    Hong Kong, Hong Kong

    2 h-index

    2 publications

    132 citations

  8. Cornell University

    Ithaca, United States

    2 h-index

    2 publications

    162 citations

1–8 of 103

Venues

  1. SSRN Electronic Journal

    Repository · 18 publications · 592 citations

    15

    h-index

  2. The Journal of Finance

    10 publications · 1.5K citations

    10

    h-index

  3. The Journal of Derivatives

    9 publications · 590 citations

    9

    h-index

  4. The Journal of Computational Finance

    5 publications · 292 citations

    5

    h-index

  5. Journal of Financial Economics

    4 publications · 409 citations

    4

    h-index

1–5