A simple time-varying binomial model for the valuation of interest rate-contingent claims
Year of publication: |
1991
|
---|---|
Authors: | Ronn, Ehud I. |
Other Persons: | Sias, Richard W. (contributor) |
Published in: |
Advances in futures and options research : a research annual. - Stamford, Conn. : JAI Press, ISSN 1048-1559, ZDB-ID 1115175-4. - Vol. 5.1991, p. 89-111
|
Subject: | Zinsderivat | Interest rate derivative | CAPM | Zinsstruktur | Yield curve | Theorie | Theory | USA | United States | 1989 |
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