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Risk-Neutral Valuation : Pricing and Hedging of Financial Derivatives

Overview of attention for book
Attention for Chapter 8: Interest Rate Theory
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Chapter title
Interest Rate Theory
Chapter number 8
Book title
Risk-Neutral Valuation
Published by
Springer, London, January 1998
DOI 10.1007/978-1-4471-3619-4_8
Book ISBNs
978-1-4471-3621-7, 978-1-4471-3619-4
Authors

Nicholas H. Bingham, Rüdiger Kiesel