The valuation of options on eurodollar futures contracts using non-stationary arbitrage-free models

Author(s)

• Han, Hsiao-Yue George

Bibliographic Information

The valuation of options on eurodollar futures contracts using non-stationary arbitrage-free models

Han, Hsiao-Yue George

UMI, 1991

Microform（Microfilm Reel）

Note

Thesis (Ph.D.)--University of Texas at Austin, 1991

"Dissertations on finance of main universities in America"--Container

Details

• NCID: BB04349480
• Country Code: us
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Ann Arbor, Mich.
• Pages/Volumes: 1 microfilm reel
• Size: 35 mm
• Subject Headings:
  • LCSH : Euro-dollar market -- Mathematical models
  • LCSH : Futures market -- Mathematical models
  • LCSH : Options (Finance) -- Mathematical models