Options pricing models of interest rate index : a comparative of pricing methodologies applied to the Brazilian market
João Luiz Chela and Rodolfo Rosina
| Year of publication: |
2019
|
|---|---|
| Authors: | Chela, João Luiz ; Rosina, Rodolfo |
| Published in: |
International Journal of Financial Markets and Derivatives : IJFMD. - Genève [u.a.] : Inderscience Enterprises, ISSN 1756-7149, ZDB-ID 2545128-5. - Vol. 7.2019, 1, p. 40-53
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| Subject: | interest rate derivatives | Brasilien | Brazil | Optionspreistheorie | Option pricing theory | Derivat | Derivative | Zinsderivat | Interest rate derivative | Zins | Interest rate | Zinsstruktur | Yield curve |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1504/IJFMD.2019.101236 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012253515