Open AccessLattice Methods for No-Arbitrage Pricing of Interest Rate Securities
Author(s) -
Toby Daglish
Publication year - 2010
Publication title -
the journal of derivatives
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.286
H-Index - 44
eISSN - 2168-8524
pISSN - 1074-1240
DOI - 10.3905/jod.2010.2010.1.007
Subject(s) - arbitrage , interest rate , fixed income arbitrage , business , monetary economics , economics , financial economics , risk arbitrage , econometrics , arbitrage pricing theory , capital asset pricing model
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