TERM STRUCTURE MOVEMENTS AND PRICING INTEREST-RATE CONTINGENT CLAIMS

[1] Brennan M. J., 1979, J BANK FINANC, V3, P135

[2] SAVINGS BONDS, RETRACTABLE BONDS AND CALLABLE BONDS [J]. JOURNAL OF FINANCIAL ECONOMICS, 1977, 5 (01) : 67 - 88

[3] BRENNAN MJ, 1982, J FINANCIAL QUANTIAT, V17, P303

[4] Carleton W., 1976, J FINANC, P1067

[5] THE PRICING OF OPTIONS ON DEFAULT-FREE BONDS [J]. JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, 1982, 17 (01) : 75 - 100

[6] COX JC, 1981, J FINANC, V36, P769

[7] OPTION PRICING - SIMPLIFIED APPROACH [J]. JOURNAL OF FINANCIAL ECONOMICS, 1979, 7 (03) : 229 - 263

[8] A THEORY OF THE TERM STRUCTURE OF INTEREST-RATES [J]. ECONOMETRICA, 1985, 53 (02) : 385 - 407

[9] TERM STRUCTURE OF INTEREST-RATES [J]. JOURNAL OF FINANCIAL ECONOMICS, 1978, 6 (01) : 59 - 69

[10] HO T, 1986, TERM STRUCTURE MOVEM

[1] Brennan M. J., 1979, J BANK FINANC, V3, P135

[2] SAVINGS BONDS, RETRACTABLE BONDS AND CALLABLE BONDS [J]. JOURNAL OF FINANCIAL ECONOMICS, 1977, 5 (01) : 67 - 88

[3] BRENNAN MJ, 1982, J FINANCIAL QUANTIAT, V17, P303

[4] Carleton W., 1976, J FINANC, P1067

[5] THE PRICING OF OPTIONS ON DEFAULT-FREE BONDS [J]. JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, 1982, 17 (01) : 75 - 100

[6] COX JC, 1981, J FINANC, V36, P769

[7] OPTION PRICING - SIMPLIFIED APPROACH [J]. JOURNAL OF FINANCIAL ECONOMICS, 1979, 7 (03) : 229 - 263

[8] A THEORY OF THE TERM STRUCTURE OF INTEREST-RATES [J]. ECONOMETRICA, 1985, 53 (02) : 385 - 407

[9] TERM STRUCTURE OF INTEREST-RATES [J]. JOURNAL OF FINANCIAL ECONOMICS, 1978, 6 (01) : 59 - 69

[10] HO T, 1986, TERM STRUCTURE MOVEM