A quasi Process Free Valuation Model of Floating Rate Instruments.
| Year of publication: |
1991
|
|---|---|
| Authors: | Jacquillat, B. ; de Laguiche, S. |
| Institutions: | Hoover Institution on War Revolution & Peace, Stanford University |
| Subject: | interest rate | risk | economic models | government | financial market |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | 38 pages |
| Source: |
Persistent link: https://www.econbiz.de/10005776123