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Friday, July 31, 2020 | History

2 edition of simple binomial no-arbitrage model of the term structure with applications to the valuation of interest-sensitive options and interest-rate swaps found in the catalog.

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

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

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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.

  • Edition Notes

    Bibliography: p. 58-61.

    StatementThomas J. O"Brien.
    SeriesMonograph 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 LibraryOL16591957M


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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 by Thomas J. O"Brien Download PDF EPUB FB2