Caps, floors, and swaptions
Lionel Martellini and Philippe Priaulet
| Year of publication: |
2008
|
|---|---|
| Authors: | Martellini, Lionel ; Priaulet, Philippe |
| Published in: |
The professional risk managers' guide to financial instruments. - New York, NY [u.a.] : McGraw-Hill, ISBN 0-07-154649-9. - 2008, p. 201-218
|
| Subject: | Optionsgeschäft | Option trading | Marktrisiko | Market risk | Optionspreistheorie | Option pricing theory | Risikomanagement | Risk management |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003677875