Skip to content

Opening book details…

About this Economics, Econometrics and Finance article

Pricing Coupon Bond Options and Swaptions under the One-Factor Hull–White Model by Russo, Vincenzo; Fabozzi, Frank J is a Economics, Econometrics and Finance article available to read on EtoBox.

It is typically read by researchers, students, and practitioners in Economics, Econometrics and Finance.

Author
Russo, Vincenzo; Fabozzi, Frank J
Publisher
Institutional Investor; Pageant Media US; Portfolio Management Research (ISSN 1059-8596)
Published
2016
Language
EN
Field
Economics, Econometrics and Finance (Social Sciences)

More by Russo, Vincenzo; Fabozzi, Frank J

Browse all works by Russo, Vincenzo; Fabozzi, Frank J