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 | New York University Salomon Center, Leonard N. Sterm School of Business |
| Fecha de publicación | 1991 |
| Lugar | New York, N.Y |
| Idioma | inglés |
| Páginas | 65 |
| Serie | Monograph series in finance and economics -- monograph 1991-4 |
| Número de Cutter | S612 |