The pricing of default-free interest rate CAP, floor and collar agreements
by Eric Briys ; Michel Crouhy ; Rainer Schöbel
| Year of publication: |
1990 ; Rev
|
|---|---|
| Authors: | Briys, Eric ; Crouhy, Michel ; Schöbel, Rainer |
| Publisher: |
Paris : Chambre de Commerce et d'Industrie de Paris |
| Subject: | Zinsderivat | Interest rate derivative | Theorie | Theory | CAPM | Finanzprodukt | Financial product | Zins | Interest rate |
| Extent: | 20 S. graph. Darst |
|---|---|
| Series: | Les cahiers de recherche / Centre HEC-ISA. - Jouy-en-Josas, ZDB-ID 2394817-6. - Vol. 340 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper |
| Language: | English |
| Notes: | Frühere Ausg. u.d.T.:The pricing of interest rate cap, floor and collar agreements Literaturverz. S. 19 - 20 |
| ISBN: | 2-85418-339-8 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000789023