مرکز منطقه ای اطلاع رساني علوم و فناوري - The duration vector: A continuous-time extension to default-free interest rate contingent claims

Title of article :

The duration vector: A continuous-time extension to default-free interest rate contingent claims

Author/Authors :

Sanjay K. Nawalkha، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 1995

Pages :

From page :

1359

To page :

1378

Keywords :

Contingent claims , Options , Callable bonds

Journal title :

Journal of Banking and Finance

Serial Year :

1995

Journal title :

Journal of Banking and Finance

Record number :

192819

Link To Document :