simple binomial no-arbitrage model of the term structure with applications to the valuation of interest-sensitive options and interest-rate swaps
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simple binomial no-arbitrage model of the term structure with applications to the valuation of interest-sensitive options and interest-rate swaps

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Published by Salomon Brothers Center for the Study of Financial Institutions in New York, N.Y .
Written in English

Subjects:

  • Stocks -- Prices.,
  • Stock price forecasting.

Book details:

Edition Notes

Includes bibliographical references (p. 58-61).

Statementby Thomas J. O"Brien.
SeriesMonograph series in finance and economics -- monograph 1991-4., Monograph series in finance and economics -- monograph 1991-4.
ContributionsSalomon Brothers Center for the Study of Financial Institutions.
The Physical Object
Pagination65 p. :
Number of Pages65
ID Numbers
Open LibraryOL16895088M

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