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Three Essays in Pricing Interest Rate Derivatives

Download or Read eBook Three Essays in Pricing Interest Rate Derivatives PDF written by I-Yuan Chuang and published by . This book was released on 1998 with total page 226 pages. Available in PDF, EPUB and Kindle.
Three Essays in Pricing Interest Rate Derivatives
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Total Pages : 226
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ISBN-10 : OCLC:41510199
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Rating : 4/5 (99 Downloads)

Book Synopsis Three Essays in Pricing Interest Rate Derivatives by : I-Yuan Chuang

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Then we show how the Das and Sundaram model can be extended to price convertible bonds which have a peculiar conversion feature; these bonds are convertible not
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