Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation (Q4006256): Difference between revisions
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Latest revision as of 19:15, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation |
scientific article |
Statements
Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation (English)
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26 September 1992
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contingent claims
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term structure of interest rates
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equivalent martingale measure technique
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