The construction of a path-independent interest rate tree : the model of Heath, Jarrow and Morton
Jeroen F. J. de Munnik
| Year of publication: |
1994
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|---|---|
| Authors: | Munnik, Jeroen F. de |
| Published in: |
Advances in futures and options research : a research annual. - Stamford, Conn. : JAI Press, ISSN 1048-1559, ZDB-ID 1115175-4. - Vol. 7.1994, p. 135-145
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| Subject: | Optionspreistheorie | Option pricing theory | Zinsderivat | Interest rate derivative | Zinsstruktur | Yield curve | 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/10001196349