L'| évaluation d'obligations "corridor" sur taux d'intérêt

Patrick Navatte and François Quittard-Pinon

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Abstract: La modélisation de la structure des taux : le modèle de taux ; l'univers forward-neutre. Evaluation d'options digitales et d'obligations "Corridor" : les options digitales, les obligations "Corridor".

Date: 1998-01-01
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Published in Banque & Marchés, 1998, 32, pp.15-20 P

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-02312994

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