Title: Bond options and bond portfolio insurance
Authors: Sercu, Piet # ×
Issue Date: Dec-1991
Series Title: Insurance: Mathematics & Economics vol:10 issue:3 pages:203-230
Abstract: The paper summarizes the basics of bond price modeling, interest option pricing, and interest risk management, and discusses some of the best-known published special models. Both one- and two-factor models are covered, in continuous time and in a binomial setting
ISSN: 0167-6687
Publication status: published
KU Leuven publication type: IT
Appears in Collections:Research Center International Finance, Leuven
× corresponding author
# (joint) last author

Files in This Item:

There are no files associated with this item.

Request a copy


All items in Lirias are protected by copyright, with all rights reserved.

© Web of science