Bond pricing and the term structure of interest rates : a new methodology for contingent claims valuation
by David Heath, Robert Jarrow, and Andrew Morton
| Year of publication: |
1992
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|---|---|
| Authors: | Heath, David C. |
| Other Persons: | Jarrow, Robert A. (contributor) ; Morton, Andrew J. (contributor) |
| Published in: |
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics. - [Wechselnde Erscheinungsorte] : [Wechselnde Verlage], ISSN 0012-9682, ZDB-ID 1798-X. - Vol. 60.1992, 1, p. 77-105
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| Subject: | CAPM | Arbitrage | Zinsderivat | Interest rate derivative | Zinsstruktur | Yield curve | Theorie | Theory |
| 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/10001121808