Using the lattice model to value bonds with embedded options, floaters, options, and caps/floors
Frank J. Fabozzi; Andrew Kalotay; Michael Dorigan
| Year of publication: |
2002
|
|---|---|
| Authors: | Fabozzi, Frank J. ; Kalotay, Andrew ; Dorigan, Michael |
| Published in: |
Interest rate, term structure, and valuation modeling. - Hoboken, N.J. : Wiley, ISBN 0-471-22094-9. - 2002, p. 357-378
|
| Subject: | Optionsgeschäft | Option trading | Optionspreistheorie | Option pricing theory | Anleihe | Bond |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001734184