PhDs.io — Knowledge that Transforms

PhDs.io

To make high-quality research more accessible and easier to explore.

Fields:

1 result ✕ Clear filters

One-Factor Interest-Rate Models and the Valuation of Interest-Rate Derivative Securities

John Hull; Alan White

Journal of Financial and Quantitative Analysis 1993 28(2), 235

John Hull, Alan White, One-Factor Interest-Rate Models and the Valuation of Interest-Rate Derivative Securities, The Journal of Financial and Quantitative Analysis, Vol. 28, No. 2 (Jun., 1993), pp. 235-254

Search Criteria

One-Factor Interest-Rate Models and the Valuation of Interest-Rate Derivative Securities