The importance of forward rate volatility structures in pricing interest rate-sensitive claims
Year of publication: |
1995
|
---|---|
Authors: | Ritchken, Peter H. |
Other Persons: | Sankarasubramanian, L. (contributor) |
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. 3.1995, 1, p. 25-41
|
Subject: | Optionspreistheorie | Option pricing theory | Zinsderivat | Interest rate derivative | Zinsstruktur | Yield curve | Volatilität | Volatility | Theorie | Theory |
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