A simple binomial no-arbitrage model of the term structure : with applications to the valuation of interest-sensitive options and interest-rate swaps
by Thomas J. O'Brien
| Year of publication: |
1991
|
|---|---|
| Authors: | O'Brien, Thomas J. |
| Institutions: | Salomon Brothers Center for the Study of Financial Institutions (contributor) |
| Publisher: |
New York, NY : New York Univ. Salomon Center, Leonard N. Stern School of Business |
| Subject: | Zinsstruktur | Yield curve | Derivat | Derivative | Theorie | Theory |
| Description of contents: | Table of Contents [gbv.de] |
| Extent: | 65 S. : graph. Darst |
|---|---|
| Series: | Monograph series in finance and economics. - New York, NY : Univ., ISSN 0276-2021, ZDB-ID 782914-0. - Vol. 1991,4 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Literaturverz. S. 58 - 61 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000890052