Pricing of bond options in India
Sunrita Chaudhuri and Alok Pandey
| Year of publication: |
2022
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|---|---|
| Authors: | Chaudhuri, Sunrita ; Pandey, Alok |
| Published in: |
International Journal of Financial Markets and Derivatives : IJFMD. - Genève [u.a.] : Inderscience Enterprises, ISSN 1756-7149, ZDB-ID 2545128-5. - Vol. 8.2022, 4, p. 359-383
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| Subject: | bond option pricing | Jamshidian's option pricing formula | Black's option pricing model | Black | Derman and Toy model | Optionspreistheorie | Option pricing theory | Derivat | Derivative | Black-Scholes-Modell | Black-Scholes model | Indien | India | Zinsderivat | Interest rate derivative | 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.2022.126011 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014311656