Pricing contingent claims : first- and second-order effects from stochastic interest rate development
Bjarne Astrup Jensen ; Jørgen Aase Nielsen
| Year of publication: |
1993
|
|---|---|
| Authors: | Jensen, Bjarne Astrup |
| Other Persons: | Aase Nielsen, Jørgen (contributor) |
| Published in: |
Recent research in financial modelling. - Heidelberg : Physica-Verl., ISBN 3-7908-0683-8. - 1993, p. 125-134
|
| Subject: | CAPM | Zinsderivat | Interest rate derivative | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001282577