Are Interest Rate Options Important for the Assessment of Interest Rate Risk?
Year of publication: |
2018
|
---|---|
Authors: | Almeida, Caio |
Other Persons: | Vicente, Jose (contributor) |
Publisher: |
[2018]: [S.l.] : SSRN |
Subject: | Zinsderivat | Interest rate derivative | Optionspreistheorie | Option pricing theory | Zinsstruktur | Yield curve | Risikomaß | Risk measure |
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 December 2008 erstellt |
Other identifiers: | 10.2139/ssrn.3142982 [DOI] |
Classification: | C13 - Estimation ; G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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