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

Innovative research: EDHEC strengthens its leadership in infrastructure at Paris Infraweek
News
- 08-10-2019
EDHECinfra, the EDHEC research centre dedicated to infrastructure, will take part in "...
HOW NEW ACADEMIC PROGRAMMES ARE BORN
News
- 02-10-2019
HOW DID THE PROGRAMME COME INTO BEING? It all started in 2016. At that time, EDHEC did...
Predictive justice: failsafe or false promise?
Publication
- 02-10-2019
Justice in trial The determination (or perception, depending on the case) of justice in...
EDHEC teams up with Coursera to launch MOOCs in machine learning techniques for financial-sector professionals
- 01-10-2019
EDHEC-Risk Institute, EDHEC Business School’s financial research hub, has teamed up...