Valuing swaptions
Year of publication: |
2008
|
---|---|
Authors: | Fabozzi, Frank J. ; Buetow, Gerald W. |
Published in: |
Valuation, financial modeling, and quantitative tools. - Hoboken, NJ : Wiley, ISBN 978-0-470-07816-7. - 2008, p. 477-493
|
Subject: | Optionspreistheorie | Option pricing theory | Swap | Volatilität | Volatility | Zinsstruktur | Yield curve |
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