Interest rate futures options : an empirical test of the Ho and Lee model in the Australian context
Ram Bhar
| Year of publication: |
1993
|
|---|---|
| Authors: | Bhar, Ramaprasad |
| Publisher: |
Campbelltown, NSW |
| Subject: | Optionspreistheorie | Option pricing theory | Zinsderivat | Interest rate derivative |
| Extent: | 19 S. : graph. Darst |
|---|---|
| Series: | Discussion paper series. - [Campbelltown, NSW] : [University of Western Sydney, Macarthur, Faculty of Business & Technology], ISSN 1035-7300, ZDB-ID 2937629-4. |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Literaturverz. S. 19 |
| ISBN: | 0-949887-97-8 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000874995