The analysis and valuation of interest rate options
By: by Richard C. Stapleton and Marti G. Subrahmanyam.
Contributors: Subrahmanyam, M. G.
Series: Working papers / INSEAD -- no.92/35/FIN
Publisher: INSEAD
Published: 1992
Place of publication: Fontainebleau
Language: eng
Number of pages: 25
Subjects: Bonds -- Europe -- Econometric models.; Interest rate futures -- Europe -- Econometric models.