The pricing of swaptions and caps under the Gaussian model of interest rate /

The pricing of swaptions and caps under the Gaussian model of interest rate /

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Bibliographic Details
Author / Creator:	Hübner, Georges.
Imprint:	Fontainebleau, France : INSEAD, [1997]
Description:	22 p. ; 28 cm.
Language:	English
Series:	Working papers / INSEAD ; 97/22/FIN INSEAD working paper ; 97/22.
Subject:	Swaps (Finance) Interest rate futures -- Mathematical models. Pricing -- Mathematical models. Interest rates. Swaps (Finance)
Format:	Print Book
URL for this record:	http://pi.lib.uchicago.edu/1001/cat/bib/2717369

Hidden Bibliographic Details
Notes:	"First version: January 1995. Revised version: October 1996." Includes bibliographical references (p. 21-22).

Regenstein, Bookstacks

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Holdings details from Regenstein, Bookstacks
Call Number:	HG6024.A3H844 1997
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