Zur Bewertung von Caps und Floors
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Bibliographic InfoPaper provided by University of Bonn, Germany in its series Discussion Paper Serie B with number 98.
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Postal: Bonn Graduate School of Economics, University of Bonn, Adenauerallee 24 - 26, 53113 Bonn, Germany
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Web page: http://www.bgse.uni-bonn.de
Cap and Floor Kontrakte; Zinsentwicklung; Zero-Bonds; Diffusionspozess fuer Zinsindex;
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- K. Sandmann & Sondermann, D., 1993. "A Term Structure Model and the Pricing of Interest Rate Derivative," Discussion Paper Serie B 180, University of Bonn, Germany.
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