Chapter

Pricing Options on Interest Rate Instruments

Derivatives Valuation

  1. Radu Tunaru PhD1,
  2. Brian Eales2

Published Online: 15 DEC 2012

DOI: 10.1002/9781118182635.efm0036

Encyclopedia of Financial Models

Encyclopedia of Financial Models

How to Cite

Tunaru, R. and Eales, B. 2012. Pricing Options on Interest Rate Instruments. Encyclopedia of Financial Models. .

Author Information

  1. 1

    Professor of Quantitative Finance, Business School, University of Kent

  2. 2

    Academic Leader (Retired), London Metropolitan University

Publication History

  1. Published Online: 15 DEC 2012

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