Evaluation of complex sinking-fund options by backward-induction methods
Farshid Jamshidian and Robert A. Russell
| Year of publication: |
1990
|
|---|---|
| Authors: | Jamshidian, Farshid |
| Other Persons: | Russell, Robert A. (contributor) |
| Published in: |
Advances in futures and options research : a research annual. - Stamford, Conn. : JAI Press, ISSN 1048-1559, ZDB-ID 1115175-4. - Vol. 4.1990, p. 83-106
|
| Subject: | Zinsderivat | Interest rate derivative | Anleihe | Bond | CAPM | 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/10001101741