The term structure of interest rates : alternative approaches and their implications for the valuation of contingent claims
Marti G. Subrahmanyam
| Year of publication: |
1996
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| Authors: | Subrahmanyam, Marti G. |
| Published in: |
The Geneva papers on risk and insurance theory. - Boston, Mass. [u.a.] : Kluwer Acad. Publ., ISSN 0926-4957, ZDB-ID 1130377-3. - Vol. 21.1996, 1, p. 7-28
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| Subject: | Zinsstruktur | Yield curve | Optionspreistheorie | Option pricing theory | Theorie | Theory |
| Series: | |
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| 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/10001334894