On valuing complex interest rate claims
Peter Ritchken ; L. Sankarasubramanian
| Year of publication: |
1990
|
|---|---|
| Authors: | Ritchken, Peter H. |
| Other Persons: | Sankarasubramanian, L. (contributor) |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 10.1990, 5, p. 443-455
|
| Subject: | Term structure constrained approach | Zins | Interest rate | Risiko | Risk | CAPM | Zinsstruktur | Yield curve | 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/10001094588