The Importance of Forward Rate Volatility Structures in...

The Journal of Derivatives 1995 / 01 Vol. 3; Iss. 1

The Importance of Forward Rate Volatility Structures in Pricing Interest Rate-Sensitive Claims

Ritchken, Peter, Sankarasubramanian, L
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Volume:
3
Language:
english
Journal:
The Journal of Derivatives
DOI:
10.3905/jod.1995.407935
Date:
January, 1995
File:
PDF, 1.14 MB
english, 1995
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