A generalized option valuation model for the pricing of bond options
Richard M. Bookstaber; James B. McDonald
| Year of publication: |
1985
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|---|---|
| Authors: | Bookstaber, Richard M. ; McDonald, James B. |
| Published in: |
Geschäftsbericht / Schluchseewerk Aktiengesellschaft Laufenburg (Baden). - Laufenburg, Baden : Schluchseewerk, ZDB-ID 241145-3. - Vol. 4.1985, 1, p. 60-73
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| Subject: | Börsentermingeschäft | Optionspreistheorie | Option pricing theory | CAPM | Zinsstruktur | Yield curve | Derivat | Derivative | Zinsderivat | Interest rate derivative | Anleihe | Bond | Optionsgeschäft | Option trading |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001935996