Hull/White or Heath/Jarrow/Morton Type Models? : An Empirical Comparison of Models for Valuing Interest Rate Options


Bühler, Wolfgang ; Uhrig-Homburg, Marliese ; Walter, Ulrich ; Weber, Thomas


Additional URL: http://www.actuaries.org/AFIR/Colloquia/Nuernberg/...
Document Type: Working paper
Year of publication: 1997
The title of a journal, publication series: Working papers / Lehrstuhl für Finanzierung, Universität Mannheim
Volume: 97-06
Place of publication: Mannheim
Publication language: English
Institution: Business School > ABWL u. Finanzierung (Bühler Em)
Subject: 330 Economics
Additional information: Andere Ausg. s. "Weitere URL"

Dieser Eintrag ist Teil der Universitätsbibliographie.




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Bühler, Wolfgang ; Uhrig-Homburg, Marliese ; Walter, Ulrich ; Weber, Thomas (1997) Hull/White or Heath/Jarrow/Morton Type Models? : An Empirical Comparison of Models for Valuing Interest Rate Options. Working papers / Lehrstuhl für Finanzierung, Universität Mannheim Mannheim 97-06 [Working paper]


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