Path-Dependent Contracts on Interest Rates.
Year of publication: |
1991
|
---|---|
Authors: | Sankarasubramanian, L. ; RITCHKEN, P. |
Institutions: | Marshall School of Business, University of Southern California |
Subject: | financial market | contrats | interest rate |
-
Performance of stock and treasury bills under inflation and floating : evidence from Egypt
Wagdi, Osama, (2018)
-
The asymmetric impact of macroeconomic shocks on stock returns in Turkey : a nonlinear ARDL approach
Yacouba, Kassouri, (2019)
-
Financialization historically contemplated : putting old wine in new barrels
Tsalikē, Persephonē, (2023)
- More ...
-
Bond price representations and the volatility of spot interest rates
Ritchken, Peter H., (1996)
-
Lattice models for pricing American interest rate claims
Li, Anlong, (1995)
-
Volatility structures of forward rates and the dynamics of the term structure
Ritchken, Peter H., (1995)
- More ...