Pricing of bonds and their derivatives with multi-factor stochastic interest rates : a note
Miura Ryozo ; Kishino Hirohisa
| Year of publication: |
1995
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|---|---|
| Authors: | Ryozo, Miura |
| Other Persons: | Hirohisa, Kishino (contributor) |
| Published in: |
Nonlinear and convex analysis in economic theory : [contributions to T.I. Tech/K.E.S Conference on Nonlinear and Convex Analysis in Economic Theory, which was held at Keio University, July 2-4, 1993]. - Berlin : Springer, ISBN 3-540-58767-5. - 1995, p. 215-229
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| Subject: | Optionspreistheorie | Option pricing theory | CAPM | Zero-Bond | Zero-coupon bond | Zins | Interest rate | Theorie | Theory |