A simple binomial no-arbitrage model of the term structure
Subtitle: 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, Leonard N. Sterm School of Business
Published: 1991
Place of publication: New York, N.Y
Language: eng
Number of pages: 65
Subjects: Stock price forecasting -- Mathematical models.; Stock options -- Mathematical models.; Swaps (Finance) -- Mathematical models.; Interest rate swaps.
Notes: Includes bibliographical references (p. 58-61).