Extracting probabilistic information from the prices of interest rate options : tests of distributional assumptions
by Kabir K. Dutta ...
| Year of publication: |
2002 ; [Elektronische Ressource]
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|---|---|
| Other Persons: | Dutta, Kabir K. (contributor) ; Babbel, David F. (contributor) |
| Institutions: | The Wharton Financial Institutions Center (contributor) |
| Publisher: |
Philadelphia, Pa. : Financial Institutions Center, Wharton School, Univ. of Pennsylvania |
| Subject: | Optionspreistheorie | Option pricing theory | Zinsderivat | Interest rate derivative | OTC-Handel | OTC market | Theorie | Theory | USA | United States |
| Extent: | Online-Ressource, 26 p., text ill |
|---|---|
| Series: | Working papers / Financial Institutions Center. - Philadelphia, Pa., ISSN 1936-9344, ZDB-ID 2189283-0. - Vol. 02,26 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001685962