The pricing of index options when interest rates are stochastic : an empirical test
Krister Rindell
| Year of publication: |
1993
|
|---|---|
| Authors: | Rindell, Krister |
| Publisher: |
Helsingfors : Svenska Handelshögskolan |
| Subject: | Schätzung | Estimation | Theorie | Theory | Zinsstruktur | Yield curve | Schweden | Sweden | Derivat | Derivative |
| Extent: | 16 S. |
|---|---|
| Series: | Meddelanden från Svenska Handelshögskolan. - Helsingfors : [Verlag nicht ermittelbar], ISSN 0357-4598, ZDB-ID 864095-6. - Vol. 275 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Literaturverz. S. 15 - 16 |
| ISBN: | 951-555-424-1 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000147085