A simple binominal no-arbitrage model of the term structure: with applications to the valuation of interest-sensitive options and interest-rate swaps
Saved in:
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
New York, NY
Univ., Leonard N. Stern School of Business
1991
|
| Series: | Monograph series in finance and economics
1991,4 |
| Physical Description: | 65 S. |
Staff View
MARC
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| 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 |
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Record in the Search Index
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| author | O'Brien, Thomas J. |
| author_facet | O'Brien, Thomas J. |
| author_role | aut |
| author_sort | O'Brien, Thomas J. |
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| building | Verbundindex |
| bvnumber | BV024465743 |
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| illustrated | Not Illustrated |
| indexdate | 2024-07-09T22:00:10Z |
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| language | English |
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| physical | 65 S. |
| publishDate | 1991 |
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| publisher | Univ., Leonard N. Stern School of Business |
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| 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 |