Interest rate trees : extensions and applications

John Hull and Alan White

Year of publication:	July 2018
Authors:	Hull, John ; White, Alan
Published in:	Quantitative finance. - Abingdon [u.a.] : Routledge, ISSN 1469-7688, ZDB-ID 2055458-8. - Vol. 18.2018, 7, p. 1199-1209
Subject:	Term structure \| No-arbitrage model \| Tree \| Alternative drift functions \| Real world \| Risk-neutral world \| Negative interest rates \| Zinsstruktur \| Yield curve \| Zins \| Interest rate \| Optionspreistheorie \| Option pricing theory \| CAPM

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