메뉴 건너뛰기
Journal of Derivatives
Volumn 3, Issue 3, 1996, Pages 44-48
LIBOR-in-arrears swaps
Author keywords

[No Author keywords available]
Indexed keywords

EID: 0347347202     PISSN: 10741240     EISSN: None     Source Type: Journal    
DOI: 10.3905/jod.1996.407945     Document Type: Article
Times cited : (6)
References (4)
  • 1
    • 34248483578 scopus 로고
    • The pricing of commodity contracts
    • Black, F. "The Pricing of Commodity Contracts" Journal of Fimntutl Economics. 3(1976), pp. 167-179.
    • (1976) Journal of Fimntutl Economics , vol.3 , pp. 167-179
    • Black, F.1
  • 2
    • 0001908429 scopus 로고
    • A one-factor model of interest rates and its applications to treasury bond options
    • Janvary-Febrvary
    • Black, F.. E. Derman, and W, Toy, "A One-Factor Model of Interest Rates and Its Applications to Treasury Bond Options" Financial Analysts journal, Janvary-Febrvary 1990, pp. 33-39.
    • (1990) Financial Analysts Journal , pp. 33-39
    • Black, F.1    Derman, E.2    Toy, W.3
  • 3
    • 0002674207 scopus 로고
    • Bond pricing and the term structure of interest rates; a new methodology for contingent claims valuation
    • Heath, D, R. Jarrow, and A, Morton. "Bond Pricing and the Term Structure of Interest Rates; A New Methodology for Contingent Claims Valuation" Economerica, 60(1992), pp. 77-105.
    • (1992) Economerica , vol.60 , pp. 77-105
    • Heath, D.1    Jarrow, R.2    Morton, A.3
  • 4
    • 80955156317 scopus 로고
    • Volatility structure of forward rates and the dynamics of the term structure
    • Ritchken, P., and L. Sankarasubramanian. "Volatility Structure of Forward Rates and the Dynamics of the Term Structure." Mathematical Finance, 5(1995), pp. 55-72.
    • (1995) Mathematical Finance , vol.5 , pp. 55-72
    • Ritchken, P.1    Sankarasubramanian, L.2

* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.