A family of term-structure models for long-term risk management and derivative pricing
Year of publication: |
2004
|
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Authors: | Cairns, Andrew |
Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 1073194-5. - Vol. 14.2004, 3, p. 415-444
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Subject: | Zinsstruktur | Yield curve | Risikomanagement | Risk management | Optionspreistheorie | Option pricing theory | Theorie | Theory |
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