A One-Factor Model Of Interest Rates And Its Application To

Black, Fischer; Derman, Emanuel; Toy, William

Financial Analysts Journal; Jan/Feb 1990; 46, 1; ABI/INFORM Global
pg. 33

Reproduced with permission of the copyright owner. Further reproduction prohibited without permission.
Reproduced with permission of the copyright owner. Further reproduction prohibited without permission.
Reproduced with permission of the copyright owner. Further reproduction prohibited without permission.
Reproduced with permission of the copyright owner. Further reproduction prohibited without permission.
Reproduced with permission of the copyright owner. Further reproduction prohibited without permission.
Reproduced with permission of the copyright owner. Further reproduction prohibited without permission.
Reproduced with permission of the copyright owner. Further reproduction prohibited without permission.