Valuing default-risky interest rate caps: a Monte Carlo approach
| Year of publication: |
1990
|
|---|---|
| Authors: | Abken, Peter A. |
| Institutions: | Federal Reserve Bank of Chicago |
| Subject: | Interest rates | Hedging (Finance) | Risk |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | Published in Conference on Bank Structure and Competition (1990 : 26th) Number 270 177 pages long198 |
| Source: |
Persistent link: https://www.econbiz.de/10010724141