An integrated approach to the hedging and pricing of Eurodollar derivatives
Year of publication: |
1997
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Authors: | Jarrow, Robert A. |
Other Persons: | Turnbull, Stuart M. (contributor) |
Published in: |
The journal of risk and insurance : the journal of the American Risk and Insurance Association. - Malden, Mass. [u.a] : Blackwell, ISSN 0022-4367, ZDB-ID 410673-8. - Vol. 64.1997, 2, p. 271-299
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Subject: | Derivat | Derivative | Euromarkt | Euromarkets | Optionspreistheorie | Option pricing theory | Hedging | Theorie | Theory |
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