Monte Carlo valuation of interest rate derivatives under stochastic volatility
Les Clewlow and Chris Strickland
| Year of publication: |
1997
|
|---|---|
| Authors: | Clewlow, Les |
| Other Persons: | Strickland, Chris (contributor) |
| Published in: |
The journal of fixed income. - London : IPR Journals, ISSN 1059-8596, ZDB-ID 1116103-6. - Vol. 7.1997, 3, p. 35-45
|
| Subject: | Zinsderivat | Interest rate derivative | Optionspreistheorie | Option pricing theory | Zinsstruktur | Yield curve | Monte-Carlo-Simulation | Monte Carlo simulation | Theorie | Theory |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001233944