Pricing derivative securities with one-factor yield curve models

ACF (Ton) Vorst, JM Moraleda

Research output: Chapter/Conference proceeding › Chapter › Academic

Original language	Undefined/Unknown
Title of host publication	System dynamics in economic and financial models
Editors	C. Heij, H. Schumacher, B. Hanzon, C. Praagman
Place of Publication	United Kingdom
Publisher	John Wiley & Sons Inc.
Pages	137-167
Number of pages	31
ISBN (Print)	0471969346
Publication status	Published - 1997

Research programs

@inbook{d59d79623ca5420386bdf1def4500177,

title = "Pricing derivative securities with one-factor yield curve models",

author = "Vorst, {ACF (Ton)} and JM Moraleda",

year = "1997",

language = "Undefined/Unknown",

isbn = "0471969346",

pages = "137--167",

editor = "C. Heij and H. Schumacher and B. Hanzon and C. Praagman",

booktitle = "System dynamics in economic and financial models",

publisher = "John Wiley & Sons Inc.",

address = "United States",

}