Author:
Ritchken Peter,Sankarasubramanian L.
Subject
Economics and Econometrics,Finance,General Business, Management and Accounting,Accounting
Reference16 articles.
1. The Pricing of Options and Corporate Liabilities
2. Chicago Board of Trade (1989): “30 day Interest Rate Futures for Short Term Interest Rate Management,” Education and Marketing Services Department.
3. A Theory of the Term Structure of Interest Rates
4. , and (1989): “Bond Pricing and the Term Structure of Interest Rates: A New Methodology,” working paper, Cornell University, Ithaca, NY. Forthcoming in Econometrica.
5. Bond Pricing and the Term Structure of Interest Rates: A Discrete Time Approximation
Cited by
3 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献