Pricing interest-rate-derivative securities
Year of publication: |
1990
|
---|---|
Authors: | Hull, John |
Other Persons: | White, Alan (contributor) |
Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 3.1990, 4, p. 573-592
|
Subject: | CAPM | Derivat | Derivative | Zinsderivat | Interest rate derivative | Theorie | Theory | Mean Reversion | Mean reversion |
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