Search Results - subject:"option to lend"

Hasan, Iftekhar; Sudipto, Sarkar - 2002

shown to be equivalent to an American option to lend, and is valued using option theory.An increase in interest rates …

Persistent link: https://www.econbiz.de/10012147850

Hasan, Iftekhar; Sarkar, Sudipto - Suomen Pankki - 2002

is shown to be equivalent to an American option to lend, and is valued using option theory. An increase in interest rates …

Persistent link: https://www.econbiz.de/10005648888

Hasan, Iftekhar; Sarkar, Sudipto - In: Review of Derivatives Research 5 (2002) 3, pp. 213-250

shown to be equivalent to an American option to lend, and is valued using option theory. An increase in interest rates …

Persistent link: https://www.econbiz.de/10005709838