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

BBA Global Business track students have arrived in Singapore
News
- 14-01-2020
Our Bachelor of Business Administration students have arrived in Singapore! These BBA...
The EDHEC professor Gianpaolo Parise invited to join the CEPR
News
- 07-01-2020
Gianpaolo Parise, Associate Professor in Finance at EDHEC Business School have been...
A Year in Research: What were EDHEC-risk’s top 10 most read articles of 2019?
News
- 03-01-2020
As we enter a new decade, EDHEC-Risk Institute takes a look back at the most read...
A great success for the 1st edition of the EDHEC Climate Finance Conference
News
- 20-12-2019
A great success for the inaugural edition of the EDHEC Climate Finance Conference:...