An Empirical Comparison of Three Interest Rate Option Pricing Models

An Empirical Comparison of Three Interest Rate Option Pricing Models
Author :
Publisher :
Total Pages : 228
Release :
ISBN-10 : OCLC:38451134
ISBN-13 :
Rating : 4/5 ( Downloads)

Book Synopsis An Empirical Comparison of Three Interest Rate Option Pricing Models by : Niraj Sinha

Download or read book An Empirical Comparison of Three Interest Rate Option Pricing Models written by Niraj Sinha and published by . This book was released on 1997 with total page 228 pages. Available in PDF, EPUB and Kindle. Book excerpt:


An Empirical Comparison of Three Interest Rate Option Pricing Models Related Books

An Empirical Comparison of Three Interest Rate Option Pricing Models
Language: en
Pages: 228
Authors: Niraj Sinha
Categories:
Type: BOOK - Published: 1997 - Publisher:

DOWNLOAD EBOOK

An Empirical Comparison of Alternative Models for Valuing Interest Rate Options
Language: en
Pages: 41
Authors: Wolfgang Bühler
Categories:
Type: BOOK - Published: 1997 - Publisher:

DOWNLOAD EBOOK

This article presents the first comprehensive comparative study of alternative models for valuing interest rate options. One and two factor inversion models of
An Empirical Comparison of Alternative Option Pricing Models
Language: en
Pages: 298
Authors: Ta-Peng Wu
Categories: Options (Finance)
Type: BOOK - Published: 2000 - Publisher:

DOWNLOAD EBOOK

Empirical Performance of Alternative Option Pricing Models
Language: en
Pages:
Authors: Zhiwu Chen
Categories:
Type: BOOK - Published: 2000 - Publisher:

DOWNLOAD EBOOK

Substantial progress has been made in extending the Black-Scholes model to incorporate such features as stochastic volatility, stochastic interest rates and jum
An Empirical Comparison of Forward- and Spot-rate Models for Valuing Interest-rate Options
Language: en
Pages: 88
Authors: Wolfgang Bühler
Categories:
Type: BOOK - Published: 1997 - Publisher:

DOWNLOAD EBOOK