A Note on Evaluation of Derivatives with Collaterals
Year of publication: |
2015
|
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Authors: | Han, Meng |
Other Persons: | He, Yeqi (Ritchie) (contributor) ; Zhang, Hu (contributor) |
Publisher: |
[2015]: [S.l.] : SSRN |
Subject: | Derivat | Derivative | Kreditsicherung | Collateral | Optionspreistheorie | Option pricing theory |
Extent: | 1 Online-Ressource (32 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 5, 2015 erstellt |
Other identifiers: | 10.2139/ssrn.2575633 [DOI] |
Classification: | G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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