Arbitrage Opportunities in Arbitrage-Free Models of Bond Pricing
Year of publication: |
[2008]
|
---|---|
Authors: | Backus, David K. |
Other Persons: | Foresi, Silverio (contributor) ; Zin, Stanley E. (contributor) |
Publisher: |
[2008]: [S.l.] : SSRN |
Subject: | Arbitrage | Zinsstruktur | Yield curve | CAPM | Optionspreistheorie | Option pricing theory |
Extent: | 1 Online-Ressource (41 p) |
---|---|
Series: | NBER Working Paper ; No. w5638 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June 1996 erstellt |
Source: | ECONIS - Online Catalogue of the ZBW |
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