Analytical valuation of autocallable notes
Year of publication: |
2015
|
---|---|
Authors: | Guillaume, Tristan |
Published in: |
International journal of financial engineering. - New Jersey : World Scientific, ISSN 2424-7863, ZDB-ID 2832504-7. - Vol. 2.2015, 2, p. 1-23
|
Subject: | Autocallable | valuation | jump-diffusion | equity-rate correlation | multivariate normal distribution | Statistische Verteilung | Statistical distribution | Optionspreistheorie | Option pricing theory | Multivariate Analyse | Multivariate analysis | Wahrscheinlichkeitsrechnung | Probability theory | Korrelation | Correlation | CAPM | Stochastischer Prozess | Stochastic process | Unternehmensbewertung | Firm valuation |
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