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The pricing of swaptions and caps under the Gaussian model of interest rate

By Georges Hubner and 77 - Fontainebleau (France) Institut Europeen d'Administration des Affaires (INSEAD)

Abstract

SIGLEAvailable from INIST (FR), Document Supply Service, under shelf-number : DO 4964 / INIST-CNRS - Institut de l'Information Scientifique et TechniqueFRFranc

Topics: 05Z - Banking, finance, taxation
Year: 1997
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Provided by: OpenGrey Repository
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