Another Look at the Ho–Lee Bond Option Pricing Model

The Journal of Derivatives, Vol. 25, Issue 4, Summer 2018, pp48-53
 

Author(s):

Young Shin Kim

Assistant professor of finance in the College of Business at Stony Brook University in Stony Brook, NY.

Stoyan Stoyanov

Research professor of finance in the College of Business at Stony Brook University in Stony Brook, NY.

Svetlozar T. Rachev

Professor in the department of mathematics and statistics at Texas Tech University in Lubbock, TX.

Frank J. Fabozzi

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

EDHEC Dissemin'Actions from January to July 2019
News
- 18-02-2019
Did you know that EDHEC Professors and Researchers produce and disseminate knowledge to...
EDHEC students celebrate the Chinese New Year
News
- 15-02-2019
The Chinese Lunar New Year is the oldest and most important festival in China,...
How will FinTech change the future of financial services?
News
- 13-02-2019
EDHEC-Risk Institute, KAIST, Princeton and Tsinghua Universities have joined forces to...
Alumni Story: sharing experiences and networking for gender equality
News
- 05-02-2019
EDHEC cares about promoting gender equality and ensuring women are represented in all...