Les modèles HJM et LMM revisités
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References listed on IDEAS
- Shang-Wu Yu, 1997. "Terms Structure of Interest Rates and Implicit Options: The Case of Japanese Bond Futures," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 24(5), pages 593-614.
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More about this item
Keywordsderivatives; financial engineering; asset valuation; computational finance.;
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
- G33 - Financial Economics - - Corporate Finance and Governance - - - Bankruptcy; Liquidation
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2006-03-11 (All new papers)
- NEP-BEC-2006-03-11 (Business Economics)
- NEP-CMP-2006-03-11 (Computational Economics)
- NEP-FIN-2006-03-11 (Finance)
- NEP-FMK-2006-03-11 (Financial Markets)
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