Bond and option evaluation in the Gaussian interest rate model
Farshid Jamshidian
| Year of publication: |
1991
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|---|---|
| Authors: | Jamshidian, Farshid |
| Published in: |
Research in finance. - Bingley [u.a.] : Emerald JAI, ISSN 0196-3821, ZDB-ID 447662-1. - Vol. 9.1991, p. 131-170
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| Subject: | CAPM | Zins | Interest rate | Anleihe | Bond | Zinsderivat | Interest rate derivative | Theorie | Theory |
| 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/10001120693