Term structure movements and pricing interest rate contingent claims
Thomas S. Y. Ho and Sang-Bin Lee
| Year of publication: |
1986
|
|---|---|
| Authors: | Ho, Thomas S. Y. |
| Other Persons: | Yi, Sang-bin (contributor) |
| Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 41.1986, 5, p. 1011-1029
|
| Subject: | Arbitrage Free Interest Rate Movements Modell | Zinsstruktur | Yield curve | Arbitrage | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001015026