Die Bewertung von Kreditgarantien mittels Hyperoptionen
Alternative title: | The valuation of credit guarantees by compound options The valuation of credit guarantees by compound options |
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Year of publication: |
2000
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Authors: | Fischer, Edwin O. ; Keber, Christian ; Maringer, Dietmar G. |
Published in: |
OR-Spektrum : quantitative approaches in management. - Berlin : Springer, ISSN 0171-6468, ZDB-ID 1465994-3. - Vol. 22.2000, 4, p. 461-489
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Subject: | Bankgarantie | Bank guarantee | Kreditwürdigkeit | Credit rating | Optionspreistheorie | Option pricing theory | Theorie | Theory |
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