Convexity Meets Replication : Hedging of Swap Derivatives and Annuity Options
Year of publication: |
2010
|
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Authors: | Zheng, Wendong |
Other Persons: | Kwok, Yue Kuen (contributor) |
Publisher: |
[2010]: [S.l.] : SSRN |
Subject: | Hedging | Swap | Derivat | Derivative | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Portfolio-Management | Portfolio selection | Finanzmathematik | Mathematical finance |
Extent: | 1 Online-Ressource (17 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 6, 2010 erstellt |
Other identifiers: | 10.2139/ssrn.1421734 [DOI] |
Classification: | G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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