Bond pricing and the term structure of interest rates : a new methodology for contingent claims valuation
Year of publication: |
1992
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Authors: | Heath, David C. |
Other Persons: | Jarrow, Robert A. (contributor) ; Morton, Andrew J. (contributor) |
Published in: |
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics. - [Wechselnde Erscheinungsorte] : [Wechselnde Verlage], ISSN 0012-9682, ZDB-ID 1798-X. - Vol. 60.1992, 1, p. 77-105
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Subject: | CAPM | Arbitrage | Zinsderivat | Interest rate derivative | Zinsstruktur | Yield curve | Theorie | Theory |
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