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Search: subject:"interest rate futures"
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Interest rate derivative
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Asia Pacific Futures Research Symposium <13, 2003, Schanghai>
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International Conference on Derivatives and Risk Management <2003, Schanghai>
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Keizai-Sangyō-Kenkyūsho <Tokio>
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Marché à Terme d'Instruments Financiers <Paris>
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A term structure model and the pricing of interest rate options
Sandmann, Klaus
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Sondermann, Dieter
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1989
Persistent link: https://www.econbiz.de/10000781468
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An intertemporal interest rate market model : complete markets
Sandmann, Klaus
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1988
Persistent link: https://www.econbiz.de/10000125430
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