A simple binominal no-arbitrage model of the term structure: with applications to the valuation of interest-sensitive options and interest-rate swaps
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
New York, NY
Univ., Leonard N. Stern School of Business
1991
|
| Schriftenreihe: | Monograph series in finance and economics
1991,4 |
| Beschreibung: | 65 S. |
Internformat
MARC
| LEADER | 00000nam a2200000 cb4500 | ||
|---|---|---|---|
| 001 | BV024465743 | ||
| 003 | DE-604 | ||
| 005 | 20090910 | ||
| 007 | t | ||
| 008 | 931107s1991 |||| 00||| eng d | ||
| 035 | |a (OCoLC)696022215 | ||
| 035 | |a (DE-599)BVBBV024465743 | ||
| 040 | |a DE-604 |b ger |e rakwb | ||
| 041 | 0 | |a eng | |
| 049 | |a DE-83 | ||
| 100 | 1 | |a O'Brien, Thomas J. |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a A simple binominal no-arbitrage model of the term structure |b with applications to the valuation of interest-sensitive options and interest-rate swaps |c by Thomas J. O'Brien |
| 264 | 1 | |a New York, NY |b Univ., Leonard N. Stern School of Business |c 1991 | |
| 300 | |a 65 S. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 490 | 1 | |a Monograph series in finance and economics |v 1991,4 | |
| 830 | 0 | |a Monograph series in finance and economics |v 1991,4 |w (DE-604)BV002798028 |9 1991,4 | |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-018441843 | ||
Datensatz im Suchindex
| _version_ | 1804140450593898496 |
|---|---|
| any_adam_object | |
| author | O'Brien, Thomas J. |
| author_facet | O'Brien, Thomas J. |
| author_role | aut |
| author_sort | O'Brien, Thomas J. |
| author_variant | t j o tj tjo |
| building | Verbundindex |
| bvnumber | BV024465743 |
| ctrlnum | (OCoLC)696022215 (DE-599)BVBBV024465743 |
| format | Book |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>00963nam a2200265 cb4500</leader><controlfield tag="001">BV024465743</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20090910 </controlfield><controlfield tag="007">t</controlfield><controlfield tag="008">931107s1991 |||| 00||| eng d</controlfield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)696022215</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV024465743</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rakwb</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-83</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">O'Brien, Thomas J.</subfield><subfield code="e">Verfasser</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">A simple binominal no-arbitrage model of the term structure</subfield><subfield code="b">with applications to the valuation of interest-sensitive options and interest-rate swaps</subfield><subfield code="c">by Thomas J. O'Brien</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">New York, NY</subfield><subfield code="b">Univ., Leonard N. Stern School of Business</subfield><subfield code="c">1991</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">65 S.</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">n</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">nc</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="1" ind2=" "><subfield code="a">Monograph series in finance and economics</subfield><subfield code="v">1991,4</subfield></datafield><datafield tag="830" ind1=" " ind2="0"><subfield code="a">Monograph series in finance and economics</subfield><subfield code="v">1991,4</subfield><subfield code="w">(DE-604)BV002798028</subfield><subfield code="9">1991,4</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-018441843</subfield></datafield></record></collection> |
| id | DE-604.BV024465743 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-09T22:00:10Z |
| institution | BVB |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-018441843 |
| oclc_num | 696022215 |
| open_access_boolean | |
| owner | DE-83 |
| owner_facet | DE-83 |
| physical | 65 S. |
| publishDate | 1991 |
| publishDateSearch | 1991 |
| publishDateSort | 1991 |
| publisher | Univ., Leonard N. Stern School of Business |
| record_format | marc |
| series | Monograph series in finance and economics |
| series2 | Monograph series in finance and economics |
| spelling | O'Brien, Thomas J. Verfasser aut A simple binominal no-arbitrage model of the term structure with applications to the valuation of interest-sensitive options and interest-rate swaps by Thomas J. O'Brien New York, NY Univ., Leonard N. Stern School of Business 1991 65 S. txt rdacontent n rdamedia nc rdacarrier Monograph series in finance and economics 1991,4 Monograph series in finance and economics 1991,4 (DE-604)BV002798028 1991,4 |
| spellingShingle | O'Brien, Thomas J. A simple binominal no-arbitrage model of the term structure with applications to the valuation of interest-sensitive options and interest-rate swaps Monograph series in finance and economics |
| title | A simple binominal no-arbitrage model of the term structure with applications to the valuation of interest-sensitive options and interest-rate swaps |
| title_auth | A simple binominal no-arbitrage model of the term structure with applications to the valuation of interest-sensitive options and interest-rate swaps |
| title_exact_search | A simple binominal no-arbitrage model of the term structure with applications to the valuation of interest-sensitive options and interest-rate swaps |
| title_full | A simple binominal no-arbitrage model of the term structure with applications to the valuation of interest-sensitive options and interest-rate swaps by Thomas J. O'Brien |
| title_fullStr | A simple binominal no-arbitrage model of the term structure with applications to the valuation of interest-sensitive options and interest-rate swaps by Thomas J. O'Brien |
| title_full_unstemmed | A simple binominal no-arbitrage model of the term structure with applications to the valuation of interest-sensitive options and interest-rate swaps by Thomas J. O'Brien |
| title_short | A simple binominal no-arbitrage model of the term structure |
| title_sort | a simple binominal no arbitrage model of the term structure with applications to the valuation of interest sensitive options and interest rate swaps |
| title_sub | with applications to the valuation of interest-sensitive options and interest-rate swaps |
| volume_link | (DE-604)BV002798028 |
| work_keys_str_mv | AT obrienthomasj asimplebinominalnoarbitragemodelofthetermstructurewithapplicationstothevaluationofinterestsensitiveoptionsandinterestrateswaps |