Pricing commodity bonds using binomial option pricing
By: Raghuram Rajan.
Series: Policy, planning, and research working papers ;; WPS 136
Publisher: International Economics Dept., the World Bank
Published: 1988
Place of publication: Washington, DC (1818 H St., N.W., Washington 20433)
Language: eng
Number of pages: 37
Subjects: Commodity-backed bonds -- Prices -- Econometric models.; Options (Finance) -- Econometric models.
Notes: Bibliography: p. 33.
Cover title.
"December 1988."