Advertisement

Valuing Derivatives in the Extended Vasicek Model

Part of the Springer Finance book series (FINANCE)

Keywords

Call Option Implied Volatility Forward Rate Bond Price Short Rate 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

Copyright information

© Springer-Verlag Berlin Heidelberg 2005

Personalised recommendations