A comparison of models for pricing interest rate derivative securities
Year of publication: |
1996
|
---|---|
Authors: | Strickland, Chris |
Published in: |
The European journal of finance. - Abingdon, Oxon : Routledge, Taylor & Francis Group, ISSN 1351-847X, ZDB-ID 1282412-4. - Vol. 2.1996, 3, p. 261-287
|
Subject: | Derivat | Derivative | Zinsstruktur | Yield curve | Optionspreistheorie | Option pricing theory | Theorie | Theory |
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