Coverart for item
The Resource 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

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

Label
A simple binomial no-arbitrage model of the term structure with applications to the valuation of interest-sensitive options and interest-rate swaps
Title
A simple binomial no-arbitrage model of the term structure with applications to the valuation of interest-sensitive options and interest-rate swaps
Statement of responsibility
Thomas J. O'Brien
Creator
Contributor
Subject
Language
eng
Member of
Action
Committed to retain
Cataloging source
CTC
http://library.link/vocab/creatorName
O'Brien, Thomas J
Illustrations
illustrations
Index
no index present
LC call number
HG4637
LC item number
.O24 1991
Literary form
non fiction
Nature of contents
bibliography
http://library.link/vocab/relatedWorkOrContributorName
  • Leonard N. Stern School of Business
  • Salomon Brothers Center for the Study of Financial Institutions
Series statement
Monograph series in finance and economics
Series volume
monograph 1991-4
http://library.link/vocab/subjectName
  • Stocks
  • Stock price forecasting
Label
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
Instantiates
Publication
Bibliography note
Includes bibliographical references (p. 58-61)
Control code
24527505
Dimensions
23 cm
Extent
65 p.
Other physical details
ill.
Label
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
Publication
Bibliography note
Includes bibliographical references (p. 58-61)
Control code
24527505
Dimensions
23 cm
Extent
65 p.
Other physical details
ill.

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      32.771354 -117.193327
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