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

The Economist ranks EDHEC Global MBA among Top 20 worldwide, #4 in Europe
News
- 22-06-2022
The EDHEC Global MBA ranks among the Top 20 best MBAs worldwide and #4 in Europe,...
EDHEC Master’s programs: new exchange opportunities
News
- 22-06-2022
EDHEC is extending its range of academic partnerships in Europe and North America for...
The winner of the Student Dataviz Challenge 2022 is Qiaolong LIN
News
- 21-06-2022
The Student Dataviz Challenge 2022 final took place at EDHEC on the Paris campus on...
Campus life: develop a greater understanding of how data analytics and machine learning
News
- 21-06-2022
As an MSc in Strategy, Organisation & Consuling student, Aurélien Haas joined the...