Essec\Faculty\Model\Contribution {#2216
  #_index: "academ_contributions"
  #_id: "8508"
  #_source: array:26 [
    "id" => "8508"
    "slug" => "valuation-of-options-on-bond-spreads-involving-two-currencies"
    "yearMonth" => "1996-03"
    "year" => "1996"
    "title" => "Valuation of Options on Bond Spreads Involving two Currencies"
    "description" => "MELLIOS, K. et PONCET, P. (1996). <i>Valuation of Options on Bond Spreads Involving two Currencies</i>. ESSEC Business School."
    "authors" => array:2 [
      0 => array:3 [
        "name" => "PONCET Patrice"
        "bid" => "B00000430"
        "slug" => "poncet-patrice"
      ]
      1 => array:1 [
        "name" => "MELLIOS K."
      ]
    ]
    "ouvrage" => ""
    "keywords" => []
    "updatedAt" => "2020-12-17 18:37:46"
    "publicationUrl" => null
    "publicationInfo" => array:3 [
      "pages" => null
      "volume" => null
      "number" => null
    ]
    "type" => array:2 [
      "fr" => "Documents de travail"
      "en" => "Working Papers"
    ]
    "support_type" => array:2 [
      "fr" => "Editeur"
      "en" => "Publisher"
    ]
    "countries" => array:2 [
      "fr" => null
      "en" => null
    ]
    "abstract" => array:2 [
      "fr" => "Nous évaluons des options européennes sur spreads d'obligations, et sur spreads de futures et de forward d'obligations, quand les deux obligations du spread sont libellées en devises différentes. Quand la volatilité des taux forward est déterministe, le prix des options s'exprime comme une intégrale simple."
      "en" => "We evaluate European options on bond price spreads and on futures and forward spreads when the two underlying bonds of the spread involve two different currencies. When the volatility of forward rates is deterministic, the option price can be reduced to a simple integral."
    ]
    "authors_fields" => array:2 [
      "fr" => "Finance"
      "en" => "Finance"
    ]
    "indexedAt" => "2024-12-22T03:21:45.000Z"
    "docTitle" => "Valuation of Options on Bond Spreads Involving two Currencies"
    "docSurtitle" => "Working Papers"
    "authorNames" => "<a href="/cv/poncet-patrice">PONCET Patrice</a>, MELLIOS K."
    "docDescription" => "<span class="document-property-authors">PONCET Patrice, MELLIOS K.</span><br><span class="document-property-authors_fields">Finance</span> | <span class="document-property-year">1996</span>"
    "keywordList" => ""
    "docPreview" => "<b>Valuation of Options on Bond Spreads Involving two Currencies</b><br><span>1996-03 | Working Papers </span>"
    "docType" => "research"
    "publicationLink" => "<a href="#" target="_blank">Valuation of Options on Bond Spreads Involving two Currencies</a>"
  ]
  +lang: "en"
  +"_type": "_doc"
  +"_score": 8.743467
  +"parent": null
}