Pricing swaptions within an affine framework
Pierre Collin-Dufresne and Robert S. Goldstein
| Year of publication: |
2002
|
|---|---|
| Authors: | Collin-Dufresne, Pierre ; Goldstein, Robert S. |
| Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Pageant Media Ltd., ISSN 1074-1240, ZDB-ID 1169004-5. - Vol. 10.2002, 1, p. 9-26
|
| Subject: | Finanzanalyse | Financial analysis | Swap | Zinsstruktur | Yield curve | Theorie | Theory |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: The journal of derivatives |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001718682