Deliverable Interest Rate Swap Futures : Pricing in Gaussian HJM Model
Year of publication: |
2012
|
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Authors: | Henrard, Marc P. A. |
Publisher: |
[2012]: [S.l.] : SSRN |
Subject: | Zinsderivat | Interest rate derivative | Derivat | Derivative | Swap | Zinsstruktur | Yield curve | Optionspreistheorie | Option pricing theory |
Extent: | 1 Online-Ressource (14 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 24, 2012 erstellt |
Other identifiers: | 10.2139/ssrn.2154429 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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