ABSTRAK and the Greeks : the mathematics of valuing structured securities in the secondary market
Year of publication: |
2011
|
---|---|
Authors: | Palamar, Iuliia ; Abitbol, David ; Rutledge, Ann ; Raynes, Sylvain |
Published in: |
The journal of structured finance. - New York, NY : Pageant Media, Ltd., ISSN 1551-9783, ZDB-ID 2233898-6. - Vol. 17.2011, 3, p. 42-50
|
Subject: | Derivat | Derivative | Finanzanalyse | Financial analysis | Finanzmathematik | Mathematical finance | Theorie | Theory |
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