A joint framework for consistently pricing interest rates and interest rate derivatives.

A joint framework for consistently pricing interest rates and interest rate derivatives.

Bibliographic Details
Published in:Journal of financial and quantitative analysis V. 44, 1-4 (2009).
Main Author: Heidari, Massoud
Format: Article
Language:English
Subjects:
Interest rates.
Estimating techniques.
Volatility.
Pricing policies.