David Heath, Robert A. Jarrow, A. J. Morton
Abstract
David Heath, Robert Jarrow, Andrew Morton, Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation, Econometrica, Vol. 60, No. 1 (Jan., 1992), pp. 77-105
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David Heath, Robert Jarrow, Andrew Morton, Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation, Econometrica, Vol. 60, No. 1 (Jan., 1992), pp. 77-105
Key concepts: Economics, Bond, Bond valuation, Contingent valuation, Term (time), Valuation (finance), Financial economics, Interest rate