Arbitrage free pricing of interest rate futures and forward contracts
Year of publication: |
1993
|
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Authors: | Flesaker, Bjorn |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 13.1993, 1, p. 77-91
|
Subject: | Zinsderivat | Interest rate derivative | CAPM | Theorie | Theory |
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