求互换定价文章！

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求几篇关于互换的文章
Minton,Bernadette A."An Empirical Examination of Basic Valuation of Basic Valuation Models for Plain Vanilla U.S. Interest Rate Swaps."Journal of Finance Economics 44(Winter 1997)
Bosco Yu“ Interest Rate Swaps: An Option Pricing Approach ”University of Southampton - School of Management Date Posted:September 2, 1999 Working Paper Series
Soren S. Nielsen and Ehud I. Ronn “The Valuation of Default Risk in Corporate Bonds and Interest Rate Swaps ” Technical University of Denmark - Informatics and Mathematical Modeling and University of Texas at Austin - Department of Finance Date Posted:June 13, 1998 Working Paper Series


<P>Peter A. Abken "Valuation of default-risky interest-rate swaps"No 91-4 in Working Paper from Federal Reserve Bank of Atlanta </P>
<P>最近要写一篇“有违约风险和通货膨胀风险的互换定价研究”的作业，老师要求高，小生水平有限，还要麻烦各位大侠了！（如果哪位有好文章推荐，那真是感激不尽了`）</P>

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关键词：Mathematical Examination Southampton mathematica Informatics 定价

<P>只帮你找到两篇：</P>
<P>The Valuation of Default Risk in Corporate Bonds and Interest Rate Swaps</P>
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</P>
<P>An empirical examination of basic valuation models for plain vanilla U.S. interest rate swaps</P>

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