A term structure model and the pricing of interest rate options
Klaus Sandmann ; Dieter Sondermann
| Year of publication: |
1989
|
|---|---|
| Authors: | Sandmann, Klaus ; Sondermann, Dieter |
| Institutions: | Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn (contributor) ; Deutsche Forschungsgemeinschaft (contributor) |
| Publisher: |
Bonn : Sonderforschungsber., Univ. |
| Subject: | Zinsstruktur | Yield curve | Zinsderivat | Interest rate derivative | Optionspreistheorie | Option pricing theory |
| Extent: | 28 S. : graph. Darst |
|---|---|
| Series: | Discussion paper / B. - Bonn : Univ. Sonderforschungsbereich 303, ZDB-ID 54757-8. |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000781468