A simple binomial no-arbitrage model of the term structure with applications to the valuation of interest-sensitive options and interest-rate swaps /

Bibliographic Details
Main Author: O'Brien, Thomas J.
Corporate Author: Salomon Brothers Center for the Study of Financial Institutions
Format: Book
Language:English
Published: New York, N.Y. : Salomon Brothers Center for the Study of Financial Institutions, 1991.
Series:Monograph series in finance and economics ; monograph 1991-4.
Subjects:

Remote Storage

Holdings details from Remote Storage
Call Number: HG4636 .O27 1991
 
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HG4636 .O27 1991 Available