A simple binomial no-arbitrage model of the term structure with applications to the valuation of interest-sensitive options and interest-rate swaps /
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| Format: | Book |
| Language: | English |
| Published: |
New York, N.Y. :
Salomon Brothers Center for the Study of Financial Institutions,
1991.
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| Series: | Monograph series in finance and economics ;
monograph 1991-4. |
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| Physical Description: | 65 pages : illustrations ; 23 cm. |
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| Bibliography: | Bibliography: pages 58-61. |