Binominal pricing of fixed-income securities for increasing and decreasing interest rate cases
R. Stafford Johnson; Richard A. Zuber; John M. Gandar
| Year of publication: |
2006
|
|---|---|
| Authors: | Johnson, Robert S. ; Zuber, Richard A. ; Gandar, John M. |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 16.2006, 14 (1.10.), p. 1029-1046
|
| Subject: | Anleihe | Bond | Zinsstruktur | Yield curve | CAPM | Zins | Interest rate | USA | United States | 1971-2000 |
| 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/10003377862