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Pereira, Pedro L. Valls
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Viera Neto, C.A.
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Viera Neto, C. A.
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Insper Instituto de Ensino e Pesquisa
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Modeling the Term Structure of Interest Rate
Viera Neto, C.A.
;
Pereira, Pedro L. Valls
-
Insper Instituto de Ensino e Pesquisa
-
2000
Persistent link: https://www.econbiz.de/10005086237
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Options on the One Day Interfinancial Deposits Index: Derivation of a Formula for the Calculation of the Arbitrage Free Price
Viera Neto, C.A.
;
Pereira, Pedro L. Valls
-
Insper Instituto de Ensino e Pesquisa
-
2000
Persistent link: https://www.econbiz.de/10005112649
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3
Closed Form Formula for the Arbitrage Free Price of an Option for the One Day Interfinancial Deposits Index
Viera Neto, C. A.
;
Pereira, Pedro L. Valls
-
Insper Instituto de Ensino e Pesquisa
-
1999
Persistent link: https://www.econbiz.de/10005112659
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