Extracting probabilistic information from the prices of interest rate options : tests of distributional assumptions

by Kabir K. Dutta ...

Year of publication:	2002 ; [Elektronische Ressource]
Other Persons:	Dutta, Kabir K. (contributor) ; Babbel, David F. (contributor)
Institutions:	The Wharton Financial Institutions Center (contributor)
Publisher:	Philadelphia, Pa. : Financial Institutions Center, Wharton School, Univ. of Pennsylvania
Subject:	Optionspreistheorie \| Option pricing theory \| Zinsderivat \| Interest rate derivative \| OTC-Handel \| OTC market \| Theorie \| Theory \| USA \| United States

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