Pricing Interest-Sensitive Claims when Interest Rates Have Stationary Components.
| Year of publication: |
1991
|
|---|---|
| Authors: | Cooley, T.F. ; LeRoy, S.F. |
| Institutions: | William E. Simon Graduate School of Business Administration, University of Rochester |
| Subject: | financial market | interest rate |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | 21 pages |
| Source: |
Persistent link: https://www.econbiz.de/10005618720