Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation (Q4006256)
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| 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 |
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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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