Lattice methods for no-arbitrage pricing of interest rate securities
Toby Daglish
| Year of publication: |
2010
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|---|---|
| Authors: | Daglish, Toby |
| Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Pageant Media Ltd., ISSN 1074-1240, ZDB-ID 1169004-5. - Vol. 18.2010, 2, p. 7-19
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| Subject: | Anleihe | Bond | Finanzanalyse | Financial analysis | Rendite | Yield | Volatilität | Volatility | Preistheorie | Price theory | Allgemeines Gleichgewicht | General equilibrium |
| 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/10008771480