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Another Look at the Ho–Lee Bond Option Pricing Model
The Journal of Derivatives, Vol. 25, Issue 4, Summer 2018, pp48-53
Author(s):
Assistant professor of finance in the College of Business at Stony Brook University in Stony Brook, NY.
Research professor of finance in the College of Business at Stony Brook University in Stony Brook, NY.
Professor in the department of mathematics and statistics at Texas Tech University in Lubbock, TX.
Professor of finance at EDHEC Business School in Nice, France.
The Journal of Derivatives, Vol. 25, Issue 4, Summer 2018, pp48-53
| Type: | Academic publication |
|---|---|
| Date: | le 04/07/2018 |
| Research Cluster : | Finance |
| Source : | The Journal of Derivatives |
See Also
About EDHEC
Operating from campuses in Lille, Nice, Paris, London and Singapore, EDHEC is one of the top 15 European business schools. Fully international and directly connected to the business world, EDHEC is a school for business, rather than a business school, where excellence in teaching and research focuses on innovation to stimulate entrepreneurship and creativity. For business from birth and dedicated to business, EDHEC makes entrepreneurs for life, able to remodel or create successful businesses wherever they work.
EDHEC functions as a genuine laboratory of ideas and produces innovative solutions valued by businesses. The School’s teaching philosophy, inspired by its award-winning research activities, focuses on “learning by doing”.
