A. J. Morton
- Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation
1992/01/01 by David Heath, Robert A. Jarrow, A. J. Morton · 14 citations
Economics, Econometrics and Finance · Social Sciences · #Actuarial science #Bond #Bond valuation #Contingent valuation #Credit Risk and Financial Regulations #Econometrics #Economics #Finance #Financial economics #Insurance, Mortality, Demography, Risk Management #Interest rate #Microeconomics #Monetary economics #Stochastic processes and financial applications #Term (time) #Valuation (finance) #Willingness to pay #Yield curve