A simple binomial no-arbitrage model of the term structure, with applications to the valuation of interest-sensitive options and interest-rate swaps
By: by Thomas J. O'Brien
Series: Monograph series in finance and economics -- monograph 1991-4
Publisher: New York University Salomon Center at the Leonard N. Stern School of Business
Published: 1991
Place of publication: New York, N.Y.]
Language: eng
Number of pages: 65
Subjects: Interest rates; Stock price forecasting
Notes: Includes bibliographical references (p. 58-61).