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
Perceived value approach to pricing
โ Scribed by G.Dean Kortge; Patrick A. Okonkwo
- Publisher
- Elsevier Science
- Year
- 1993
- Tongue
- English
- Weight
- 764 KB
- Volume
- 22
- Category
- Article
- ISSN
- 0019-8501
No coin nor oath required. For personal study only.
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