In the last 15 years or so, tremendous efforts and progress have been made in valuing interest rate sensitive derivative securities. Broadly speaking, two different approaches have been used. Some authors have modeled interest rates in an equilibrium setting and derived bond prices and other interes
β¦ LIBER β¦
A Simple Option-Pricing Formula
β Scribed by Robert Savickas
- Book ID
- 110693327
- Publisher
- John Wiley and Sons
- Year
- 2002
- Tongue
- English
- Weight
- 915 KB
- Volume
- 37
- Category
- Article
- ISSN
- 0732-8516
No coin nor oath required. For personal study only.
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