مرکز منطقه ای اطلاع رساني علوم و فناوري - A path-dependent approach to security valuation with application to interest rate contingent claims

Title of article :

A path-dependent approach to security valuation with application to interest rate contingent claims

Author/Authors :

Douglas T. Breeden، نويسنده , , James H. Gilkeson، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 1997

Pages :

From page :

541

To page :

562

Keywords :

Embedded options , Path-dependent pricing , Interest rate contingent claims , Mortgagevaluation

Journal title :

Journal of Banking and Finance

Serial Year :

1997

Journal title :

Journal of Banking and Finance

Record number :

192944

Link To Document :