A One-Factor Model of Interest Rates and Its Application to Treasury Bond Options

• Fischer Black

• Emanuel Derman

• William Toy

収録刊行物

• Financial Analysts Journal

  Financial Analysts Journal 46 (1), 33-39, 1990-01

  Informa UK Limited

キーワード

• Economics and Econometrics
• Finance
• Accounting

詳細情報

• CRID: 1361981470789430784
• NII論文ID: 30020095485
• DOI: 10.2469/faj.v46.n1.33
• ISSN: 19383312
• ISSN: 0015198X
• Web Site: https://www.tandfonline.com/doi/pdf/10.2469/faj.v46.n1.33
• データソース種別:
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  • CiNii Articles