A common market measure for libor and pricing caps, floors and swaps in a field theory of forward interest rates
Belal E. Baaquie
| Year of publication: |
2005
|
|---|---|
| Authors: | Baaquie, Belal E. |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 8.2005, 8, p. 999-1018
|
| Subject: | Geldmarkt | Money market | Zinsderivat | Interest rate derivative | Theorie | Theory |
| Extent: | graph. Darst |
|---|---|
| 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/10003280030