The pricing of default-free interest rate cap, floor and collar agreements
Eric Briys ; Michel Crouhy ; Rainer Schobel
| Year of publication: |
1992
|
|---|---|
| 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: | S. 1879 - 1892 graph. Darst |
|---|---|
| Series: | Les cahiers de recherche / HEC Paris. - Jouy-en-Josas, ZDB-ID 2394841-3. - Vol. 425 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper |
| Language: | English |
| ISBN: | 2-85418-425-4 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000838418