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Discrete stochastic arbitrage models...

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Discrete stochastic arbitrage models for pricing options on short and long term yields : = tests of the Ho and Lee and the Black, derman and toy models /

Record Type:	Language materials, printed : Monograph/item
Title/Author:	Discrete stochastic arbitrage models for pricing options on short and long term yields :/ by Mahendra Raj.
Reminder of title:	tests of the Ho and Lee and the Black, derman and toy models /
Author:	Raj, Mahendra.
Published:	1992.,
Description:	150 p. :ill. ;22 cm.
Notes:	Order no. : 9313007.
Subject:	Business. -

Discrete stochastic arbitrage models for pricing options on short and long term yields : = tests of the Ho and Lee and the Black, derman and toy models /
Raj, Mahendra.

Discrete stochastic arbitrage models for pricing options on short and long term yields :tests of the Ho and Lee and the Black, derman and toy models /by Mahendra Raj. - 1992. - 150 p. :ill. ;22 cm.

Order no. : 9313007.

Thesis (Ph. D.)--The University of Arizona, 1992.

Includes bibliographical references (p. 145-150).

Photocopy.
Ann Arbor, Mich. :
University Microfilms International,
1995,
22 cm.

Subjects--Corporate Names:

676642
University of Arizona
--Dissertations.Subjects--Topical Terms:

627273
Business.

Discrete stochastic arbitrage models for pricing options on short and long term yields : = tests of the Ho and Lee and the Black, derman and toy models /
LDR:00688nam a2200157 a 45 001 655921
005 20010624114928.8
008 951012r19951992xx a b 000 0 eng d
035 $a dt 00014440
040 $a NDHU $c NDHU $d NDHU
100 $a Raj, Mahendra. $3 676915
245 1 0 $a Discrete stochastic arbitrage models for pricing options on short and long term yields : $b tests of the Ho and Lee and the Black, derman and toy models / $c by Mahendra Raj.
260 $c 1992.
300 $a 150 p. : $b ill. ; $c 22 cm.
500 $a Order no. : 9313007.
502 $a Thesis (Ph. D.)--The University of Arizona, 1992.
504 $a Includes bibliographical references (p. 145-150).
533 $a Photocopy. $b Ann Arbor, Mich. : $c University Microfilms International, $d 1995, $e 22 cm.
610 $a University of Arizona $x Dissertations. $3 676642
650 $a Business. $3 627273
710 $a University Microfilms International. $3 650459