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person:"Kwok, Yue-Kuen"
~person:"Fabozzi, Frank J."
~person:"Vorst, Ton"
~person:"Wu, Liuren"
~subject:"Interest rate derivative"
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Interest rate derivative
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1
Introduction to interest-rate futures and options contracts
Fabozzi, Frank J.
;
Mann, Steven V.
;
Pitts, Mark
- In:
The handbook of fixed income securities
,
(pp. 1163-1185)
.
2005
Persistent link: https://www.econbiz.de/10003055263
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2
Pricing American interest rate claims with humped volatility models
Moraleda Novo, Juan Manuel
- In:
Journal of banking & finance
21
(
1997
)
8
,
pp. 1131-1157
Persistent link: https://www.econbiz.de/10001226778
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