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.
Contributors: Salomon Brothers Center for the Study of Financial Institutions.
Series: Monograph series in finance and economics -- monograph 1991-4.; Monograph series in finance and economics -- monograph 1991-4.
Publisher: Salomon Brothers Center for the Study of Financial Institutions
Published: 1991
Place of publication: New York, N.Y
Language: eng
Number of pages: 65
Subjects: Stocks -- Prices.; Stock price forecasting.
Notes: Includes bibliographical references (p. 58-61).