An Option Theory Based Yield Curve Model
Year of publication: |
2009
|
---|---|
Authors: | Chen, Jing |
Publisher: |
[2009]: [S.l.] : SSRN |
Subject: | Zinsstruktur | Yield curve | Optionspreistheorie | Option pricing theory | Kapitaleinkommen | Capital income |
Extent: | 1 Online-Ressource (15 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments July 10, 2009 erstellt |
Other identifiers: | 10.2139/ssrn.1432551 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Fixed-income pricing in a non-linear interest-rate model
Renne, Jean-Paul, (2014)
-
Principal component and second generation wavelet analysis of Treasury yield curve evolution
Cooper, Mark L., (2004)
-
Essays on the term structure of interest rates and the pricing of equity options
Ono, Sadayuki, (2004)
- More ...
-
Wang, Le, (2017)
-
The order independence of iterated dominance in extensive games
Micali, Silvio, (2013)
-
Information Transmission across European Equity Markets During Crisis Periods
Chen, Jing, (2018)
- More ...