A unified credit and interest rate arbitrage-free contingent claim model
Thomas S. Y. Ho and Sang Bin Lee
| Year of publication: |
2008
|
|---|---|
| Authors: | Ho, Thomas S. Y. ; Yi, Sang-bin |
| Published in: |
The journal of fixed income. - London : IPR Journals, ISSN 1059-8596, ZDB-ID 1116103-6. - Vol. 18.2008/09, 3, p. 5-17
|
| Subject: | Zins | Interest rate | Optionspreistheorie | Option pricing theory | CAPM | Zinsstruktur | Yield curve | Zinsderivat | Interest rate derivative |
| 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/10003808952