A quasi process free valuation model of floating rate instruments : theory and evidence
Bertrand Jacquillat and Sylvie de Laguiche
| Year of publication: |
1991
|
|---|---|
| Authors: | Jacquillat, Bertrand ; Laguiche, Sylvie de |
| Publisher: |
Stanford |
| Subject: | Derivat | Derivative | Anleihe | Bond | Zinsstruktur | Yield curve |
| Extent: | 38 S. : graph. Darst |
|---|---|
| Series: | Working paper series, domestic studies program. - Stanford, Calif., ZDB-ID 2261440-0. |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000831938