An Empirical Comparison of Three Interest Rate Option Pricing Models

An Empirical Comparison of Three Interest Rate Option Pricing Models
Author: Niraj Sinha
Publisher:
Total Pages: 228
Release: 1997
Genre:
ISBN:


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

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

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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:

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

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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:

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