Bond and Bond Option Pricing Based on the Current Term Structure

Bond and Bond Option Pricing Based on the Current Term Structure
Author: Philip H. Dybvig
Publisher:
Total Pages: 25
Release: 1995
Genre:
ISBN:

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Bond and Bond Option Pricing Based on the Current Term Structure
Language: en
Pages: 25
Authors: Philip H. Dybvig
Categories:
Type: BOOK - Published: 1995 - Publisher:

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Identifying the Class of Term Structure Models Possessing Closed-form Solutions for Bond and Bond-option Prices
Language: en
Pages: 0
Modeling the Term Structure of Interest Rates
Language: en
Pages: 171
Authors: Rajna Gibson
Categories: Business & Economics
Type: BOOK - Published: 2010 - Publisher: Now Publishers Inc

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Modeling the Term Structure of Interest Rates provides a comprehensive review of the continuous-time modeling techniques of the term structure applicable to val
Identifying the Class of Term Structure Models Possessing Closed-form Solutions for Bond and Bond-option Prices
Language: en
Pages: 15
Dynamic Term Structure Modeling
Language: en
Pages: 722
Authors: Sanjay K. Nawalkha
Categories: Business & Economics
Type: BOOK - Published: 2007-05-23 - Publisher: John Wiley & Sons

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Praise for Dynamic Term Structure Modeling "This book offers the most comprehensive coverage of term-structure models I have seen so far, encompassing equilibri