Consistency among trading desks
Year of publication: |
2006
|
---|---|
Authors: | Heath, David ; Ku, Hyejin |
Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 10.2006, 3, p. 331-340
|
Subject: | Arbitrage Pricing | Arbitrage pricing | Swap | Theorie | Theory | Zinsstruktur | Yield curve | Martingal | Martingale |
-
Convergence of arbitrage-free discrete time Markovian market models
Leitner, Johannes, (2000)
-
Convergence of arbitrage-free discrete time Markovian market models
Leitner, Johannes, (2000)
-
Arbitrage bounds for prices of weighted variance swaps
Davis, Mark H. A., (2014)
- More ...
-
Pareto Equilibria with coherent measures of risk
Heath, David, (2004)
-
Consistency among trading desks
Heath, David, (2006)
-
Pareto equilibria with coherent measures of risk
Heath, David, (2004)
- More ...