Author:Briys, E.
Crouhy, M.
Schobel, R.
Title:The pricing of default-free interest rate cap, floor, and collar agreements
Journal:Journal of Finance
1991 : DEC, VOL. 46:5, p. 1879-1892
Index terms:FINANCIAL INNOVATION
INTEREST RATES
OPTIONS
BONDS
Language:eng
Abstract:
SCIMA record nr: 98857
add to basket
SCIMA