A Functional Libor Market Model : Implementation and Application to Exposure Measurement
Year of publication: |
2015
|
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Authors: | Boenkost, Wolfram |
Other Persons: | Schmidt, Wolfgang M. (contributor) |
Publisher: |
[2015]: [S.l.] : SSRN |
Subject: | Zinsstruktur | Yield curve | Zinsderivat | Interest rate derivative | Optionspreistheorie | Option pricing theory | Messung | Measurement |
Extent: | 1 Online-Ressource (18 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 7, 2014 erstellt |
Other identifiers: | 10.2139/ssrn.2671146 [DOI] |
Classification: | G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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