The Pricing of Default-free Interest Rate Cap, Floor, and Collar Agreements.
| Autor: | Briys, Eric1, Crouhy, Michel1, Schöbel, Rainer2 |
|---|---|
| Zdroj: | Journal of Finance (Wiley-Blackwell). Dec1991, Vol. 46 Issue 5, p1879-1892. 14p. |
| Databáze: | Business Source Ultimate |
| Externí odkaz: |
|