The term structure of interest rates : alternative approaches and their implications for the valuation of contingent claims
Year of publication: |
1996
|
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Authors: | Subrahmanyam, Marti G. |
Published in: |
The Geneva papers on risk and insurance theory. - Boston, Mass. [u.a.] : Kluwer Acad. Publ., ISSN 0926-4957, ZDB-ID 1130377-3. - Vol. 21.1996, 1, p. 7-28
|
Subject: | Zinsstruktur | Yield curve | Optionspreistheorie | Option pricing theory | Theorie | Theory |
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