Interest Rate Models for Pricing Zero Coupon Bond Options

by Huseyin SENTURK

The aim of this study is to compare the performance of the four interest rate models (Vasicek Model, Cox Ingersoll Ross Model, Ho Lee Model and Black Derman Toy Model) that are commonly used in... This description may be from another edition of this product.

• Format: Paperback
• Language: English
• ISBN: 3838353579
• ISBN13: 9783838353579
• Release Date: April 2010
• Publisher: LAP Lambert Academic Publishing
• Length: 100 Pages
• Weight: 0.35 lbs.
• Dimensions: 0.2" x 6.0" x 9.0"