A review of no arbitrage interest rate models
Gerald W. Buetow; Frank J. Fabozzi; James Sochacki
| Year of publication: |
2002
|
|---|---|
| Authors: | Buetow, Gerald W. ; Fabozzi, Frank J. ; Sochacki, James |
| Published in: |
Interest rate, term structure, and valuation modeling. - Hoboken, N.J. : Wiley, ISBN 0-471-22094-9. - 2002, p. 39-72
|
| Subject: | Arbitrage | Zinsstruktur | Yield curve | Arbitrage Pricing | Arbitrage pricing | Zins | Interest rate | Zinsderivat | Interest rate derivative | Optionspreistheorie | Option pricing theory |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001734140