Eurodollar futures pricing in log-normal interest rate models in discrete time
Year of publication: |
December 2016
|
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Authors: | Pirjol, Dan |
Published in: |
Applied mathematical finance. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1350-486X, ZDB-ID 1282409-4. - Vol. 23.2016, 5/6, p. 445-464
|
Subject: | Interest rate models | Eurodollar futures | Libor market model | Zinsstruktur | Yield curve | Zinsderivat | Interest rate derivative | Optionspreistheorie | Option pricing theory | Währungsderivat | Currency derivative | Derivat | Derivative | Zins | Interest rate | Euromarkt | Euromarkets |
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