1 option
A simple binomial 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.
Lippincott Library HG4637 .O27 1991
Available
- Format:
- Book
- Author/Creator:
- O'Brien, Thomas J.
- Series:
- Monograph series in finance and economics ; monograph 1991-4.
- Monograph series in finance and economics ; 1991-4
- Language:
- English
- Subjects (All):
- Interest rates.
- Stock price forecasting.
- Physical Description:
- 65 pages ; 23 cm.
- Place of Publication:
- [New York, N.Y.] : New York University Salomon Center at the Leonard N. Stern School of Business, [1991]
- Notes:
- Includes bibliographical references (pages 58-61)
- OCLC:
- 26375060
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