One-factor interest-rate models and the valuation of interest-rate derivative securities
John Hull and Alan White
| Year of publication: |
1993
|
|---|---|
| Authors: | Hull, John |
| Other Persons: | White, Alan (contributor) |
| Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 28.1993, 2, p. 235-254
|
| Subject: | Derivat | Derivative | Zinsderivat | Interest rate derivative | CAPM | Zinsstruktur | Yield curve | Theorie | Theory |
| Extent: | Graph. Darst |
|---|---|
| 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/10001149611