Frequently Asked Questions In Quantitative Finance

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Chapter 2: FAQs 187

Hull, JC & White, A 1990 Pricing interest rate derivative secu-
rities.Review of Financial Studies 3 573–592


Rebonato, R 1996Interest-rate Option Models. John Wiley & Sons


Vasicek, OA 1977 An equilibrium characterization of the term
structure.Journal of Financial Economics 5 177–188

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