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1 Ergebnisse
1
Bond and Option Pricing When Short Rates Are Lognormal:
Black, Fischer
;
Piotr Karasinski
Financial Analysts Journal. 47 (1991) 4 - p. 52-59 , 1991
Link:
https://www.jstor.org/stable/4479456
RT Journal T1
Bond and Option Pricing When Short Rates Are Lognormal
UL https://suche.suub.uni-bremen.de/peid=jstor-4479456&Exemplar=1&LAN=DE A1 Black, Fischer A1 Piotr Karasinski PB The Association for Investment Management and Research YR 1991 SN 0015-198X K1 Economics K1 Economic disciplines K1 Applied economics K1 Economic modeling K1 Economic models K1 Economic forecasting models K1 Yield curves K1 Financial economics K1 Finance K1 Financial instruments K1 Labor economics K1 Employment K1 Occupations K1 Businesspeople K1 Financial professionals K1 Financial advisers K1 Business K1 Business operations K1 Commerce K1 Pricing K1 Price volatility K1 Interest K1 Interest rates K1 Financial securities K1 Financial bonds K1 Coupon bonds K1 Zero coupon bonds K1 Financial investments K1 Investment returns K1 Investment return rates K1 Yield K1 Yield to maturity K1 Government bonds K1 Treasury bonds K1 Social sciences K1 Communications K1 Professional communication K1 Scholarly communication K1 Working papers K1 Economic research K1 Economic analysis K1 Economic value K1 Valuation JF Financial Analysts Journal VO 47 IS 4 SP 52 OP 59 LK http://dx.doi.org/https://www.jstor.org/stable/4479456 DO https://www.jstor.org/stable/4479456 SF ELIB - SuUB Bremen
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