A simple binomial no-arbitrage model of the term structure
with applications to the valuation of interest-sensitive options and interest-rate swaps
Edición de la obra A simple binomial no-arbitrage model of the term structure
| Autor | Thomas J. O'Brien |
|---|---|
| Editorial | Salomon Brothers Center for the Study of Financial Institutions |
| Fecha de publicación | 1991 |
| Lugar | New York |
| Idioma | inglés |
| Serie | Monograph series in finance and economics -- 1991-4 |
| Número de Cutter | S612 |