Pricing interest rate derivates under different interest rate modeling : a critical and empirical comparison
Year of publication: |
2010
|
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Authors: | De Simone, Antonio |
Published in: |
Investment management and financial innovations. - Sumy : Publishing Company "Business Perspectives", ISSN 1810-4967, ZDB-ID 2467221-X. - Vol. 7.2010, 2, p. 49-58
|
Subject: | Derivat | Derivative | Zinsderivat | Interest rate derivative | Zinsstruktur | Yield curve | Optionspreistheorie | Option pricing theory | Zins | Interest rate | Anleihe | Bond |
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