✦ LIBER ✦

The analysis and valuation of interest rate options

✍ Scribed by R.C. Stapleton; M.G. Subrahmanyam

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Interest rate options valuation under in

✍ Constantin Mellios 📂 Article 📅 2006 🏛 Springer US 🌐 English ⚖ 389 KB

The Valuation of Interest Rate Digital O

✍ Patrick Navatte; François Quittard-Pinon 📂 Article 📅 1999 🏛 John Wiley and Sons 🌐 English ⚖ 356 KB

American option valuation under stochast

✍ San-Lin Chung 📂 Article 📅 2000 🏛 Springer US 🌐 English ⚖ 230 KB

The valuation of foreign currency option

✍ S. Choi; M.D. Marcozzi 📂 Article 📅 2003 🏛 Elsevier Science 🌐 English ⚖ 595 KB

Bond Option Valuation for Non-Markovian

✍ Joel R. Barber 📂 Article 📅 2005 🏛 John Wiley and Sons 🌐 English ⚖ 120 KB

On the valuation of an option to exchang

✍ Qiang Fu 📂 Article 📅 1996 🏛 Elsevier Science 🌐 English ⚖ 348 KB