A simple binomial no-arbitrage model of the term structure - Info and Reading Options
with applications to the valuation of interest-sensitive options and interest-rate swaps
By Thomas J. O'Brien
"A simple binomial no-arbitrage model of the term structure" was published by New York University Salomon Center, Leonard N. Sterm School of Business in 1991 - New York, N.Y, it has 65 pages and the language of the book is English.
“A simple binomial no-arbitrage model of the term structure” Metadata:
- Title: ➤ A simple binomial no-arbitrage model of the term structure
- Author: Thomas J. O'Brien
- Language: English
- Number of Pages: 65
- Publisher: ➤ New York University Salomon Center, Leonard N. Sterm School of Business
- Publish Date: 1991
- Publish Location: New York, N.Y
“A simple binomial no-arbitrage model of the term structure” Subjects and Themes:
- Subjects: ➤ Interest rate swaps - Mathematical models - Prices - Stock options - Stock price forecasting - Stocks - Swaps (Finance)
Edition Specifications:
- Pagination: 65 p. :
Edition Identifiers:
- The Open Library ID: OL1502634M - OL3750947W
- Library of Congress Control Number (LCCN): 93181392
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