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]

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