The pricing formula for commodity-linked bonds with stochastic convenience yields and default risk

CiNii Available at 2 libraries

Bibliographic Information

Title
"The pricing formula for commodity-linked bonds with stochastic convenience yields and default risk"
Statement of Responsibility
Ryozo Miura, Hiroaki Yamauchi
Publisher
  • Hitotsubashi University, Faculty of Commerce
Publication Year
  • 1996
Book size
30 cm

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Notes

"September 1996"

Bibliography: leaf 35

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Details 詳細情報について

  • CRID
    1130000796438702848
  • NII Book ID
    BA41471861
  • Text Lang
    ja
  • Country Code
    ja
  • Title Language Code
    en
  • Place of Publication
    • Kunitachi, Japan
  • Data Source
    • CiNii Books
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