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 ranks #1 Business School in France for the quality and innovation of its Corporate relations
News
- 14-06-2019
Among the management schools taking part in this second edition of the Trophées Agires...
A great keynote speech at the EDHEC PhD in Finance Forum
News
- 11-06-2019
Harvard Professor John Y. Campbell shared his on-going research with the EDHEC PhD...
EDHEC EXECUTIVE EDUCATION CELEBRATION 2019: Congratulations!
News
- 11-06-2019
Accompanied by family and friends, the graduates celebrated the end of their training...
“EDHEC has a fantastic alumni network that is active all over the world”
News
- 11-06-2019
Thomas Hofer, Austrian graduated from the MSc in Management Studies in 2018. He tells...