Bewertung und hedging von swaptions
Year of publication: |
2003
|
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Authors: | Akume, Daniel ; Luderer, Bernd ; Weber, Gerhard-Wilhelm |
Published in: |
Wirtschaftswissenschaftliches Studium : WiSt ; Zeitschrift für Studium und Forschung. - München : Beck, ISSN 0340-1650, ZDB-ID 120285-6. - Vol. 32.2003, 12, p. 694-699
|
Subject: | Zinsderivat | Interest rate derivative | Swap | Hedging | Optionspreistheorie | Option pricing theory | Theorie | Theory |
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