A simple binomial no-arbitrage model of the term structure : with applications to the valuation of interest-sensitive options and interest-rate swaps / Thomas J. O'Brien.
Saved in:
| Main Author: | |
|---|---|
| Corporate Author: | |
| Format: | Book |
| Language: | English |
| Published: |
New York, N.Y. :
Salomon Brothers Center for the Study of Financial Institutions,
1991.
|
| Series: | Monograph series in finance and economics ;
monograph 1991-4. |
| Subjects: |
PASCAL Offsite
| Call Number: |
HG4636 .O27 1991
|
|---|---|
| HG4636 .O27 1991 | Available Place a Hold |