How to value interest rate derivatives in a no-arbitrage setting


Autoria(s): Treepongkaruna, S.; Gray, S. F.
Contribuinte(s)

T. Brailsford

Data(s)

01/01/2002

Identificador

http://espace.library.uq.edu.au/view/UQ:62371

Publicador

QUT

Palavras-Chave #C1 #350302 Financial Econometrics #720199 Macroeconomic issues not elsewhere classified
Tipo

Journal Article