Valuation of floating range notes in a LIBOR market model
Ting-Pin Wu; Son-Nan Chen
| Year of publication: |
2008
|
|---|---|
| Authors: | Wu, Ting-pin ; Chen, Son-nan |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 28.2008, 7, p. 697-710
|
| Subject: | Zinsderivat | Interest rate derivative | Zinsstruktur | Yield curve | Theorie | Theory |
| 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/10003715122