Negative option values implicit in extendable Canadian treasury bonds
George Athanassakos, Peter Carayannopoulos, and Yisong Tian
| Year of publication: |
1997
|
|---|---|
| Authors: | Athanassakos, George |
| Other Persons: | Carayannopoulos, Peter (contributor) ; Tian, Yisong Sam (contributor) |
| Published in: |
Advances in futures and options research : a research annual. - Stamford, Conn. : JAI Press, ISSN 1048-1559, ZDB-ID 1115175-4. - Vol. 9.1997, p. 83-110
|
| Subject: | Staatspapier | Government securities | Zinsderivat | Interest rate derivative | Optionspreistheorie | Option pricing theory | Theorie | Theory | Kanada | Canada | 1963-1987 |
| 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/10001226770