A quasi process free valuation model of floating rate instruments : theory, and evidence from the French market
Bertrand Jacquillat; Sylvie de Laguiche
| Year of publication: |
1995
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|---|---|
| Authors: | Jacquillat, Bertrand ; Laguiche, Sylvie de |
| Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 5.1995, 4, p. 1-36
|
| Subject: | Derivat | Derivative | Anleihe | Bond | Zinsstruktur | Yield curve | Volatilität | Volatility | Frankreich | France | 1987-1991 |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Journal of international financial markets, institutions & money |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001499765