Evolution of interest rate models : a comparison
Year of publication: |
1995
|
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Authors: | Ho, Thomas S. Y. |
Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Pageant Media Ltd., ISSN 1074-1240, ZDB-ID 1169004-5. - Vol. 2.1995, 4, p. 9-20
|
Subject: | Zinsstruktur | Yield curve | Black-Scholes-Modell | Black-Scholes model | Optionspreistheorie | Option pricing theory | Theorie | Theory |
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