A one-factor model of interest rates and its application to treasury bond options
by Fischer Black, Emanuel Derman and William Toy
| Year of publication: |
1990
|
|---|---|
| Authors: | Black, Fischer |
| Other Persons: | Derman, Emanuel (contributor) ; Toy, William (contributor) |
| Published in: |
Financial analysts' journal : FAJ. - Philadelphia, PA : Taylor & Francis Group, ISSN 0015-198X, ZDB-ID 219409-0. - Vol. 46.1990, 1, p. 33-39
|
| Subject: | Zinsstruktur | Yield curve | Zinsderivat | Interest rate derivative | Öffentliche Anleihe | Public bond | CAPM | Theorie | Theory | USA | United States |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001085204