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Interest-rate option modelsInterest-rate option models

Interest-rate option models1996

understanding, analysing and using models for exotic interest-rate options

Riccardo Rebonato

Details

First published
1996
OL Work ID
OL2736599W

Subjects

Mathematical modelsOptions (Finance)Interest rate futuresEntwicklungKapitalmarktMathematisches ModellZinsZinsoptionOptiehandelFuturesWiskundige modellenTaux di̓ntérêtModèles mathématiquesTitres honorifiques et nobiliairesMarchés à terme de taux d'intérêtTaux d'intérêtOptions (finances)Interest rates

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