Extended libor market models : derivatives pricing, implementation, and calibration
Christian Zühlsdorff
| Year of publication: |
2002
|
|---|---|
| Authors: | Zühlsdorff, Christian |
| Publisher: |
Hamburg : Kovač |
| Subject: | Derivat <Wertpapier> | Optionspreistheorie | Mathematisches Modell |
| Description of contents: | Table of Contents [digitool.hbz-nrw.de] |
| Extent: | 114 S. : graph. Darst. |
|---|---|
| Series: | Schriftenreihe Finanzmanagement. - Hamburg : Kovač, ISSN 1439-5266. - Vol. 7 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Dissertation u.a. Prüfungsschriften |
| Language: | English |
| Thesis: | Zugl.: Bonn, Univ., Diss., 2002 |
| ISBN: | 3-8300-0710-8 |
| Classification: | Investition, Finanzierung ; Geld, Inflation, Kapitalmarkt |
| Source: |
Persistent link: https://www.econbiz.de/10004751672