Numerical procedures for implementing term structure models I : single-factor models
Year of publication: |
1994
|
---|---|
Authors: | Hull, John |
Other Persons: | White, Alan (contributor) |
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. 2.1994, 1, p. 7-16
|
Subject: | Zinsstruktur | Yield curve | Optionspreistheorie | Option pricing theory | Theorie | Theory |
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