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Interest rate indexation and the pricing of loan commitment contracts

โœ Scribed by Arie Melnik; Steven E Plaut


Book ID
116134570
Publisher
Elsevier Science
Year
1987
Tongue
English
Weight
471 KB
Volume
11
Category
Article
ISSN
0378-4266

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๐Ÿ“œ SIMILAR VOLUMES


Arbitrage free pricing of interest rate
โœ Bjorn Flesaker ๐Ÿ“‚ Article ๐Ÿ“… 1993 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 839 KB

This article is based on the first chapter of the author's doctoral dissertation at the University of California at Berkeley. Thanks are due to the dissertation committee members: Gerard Gennotte, Hayne Leland, Pravin Varaiya, and especially, David Modest. Funding from the Norwegian Council for Rese