General equilibrium and reduced-form pricing, hedging and econometric analysis of fixed-income markets
von Maxim Ulrich
| Year of publication: |
2008
|
|---|---|
| Authors: | Ulrich, Maxim |
| Subject: | Anleihe | Bond | Zinsstruktur | Yield curve | Öffentliche Anleihe | Public bond | Zinsderivat | Interest rate derivative | Geldpolitik | Monetary policy | Risiko | Risk | Modellierung | Scientific modelling | Hedging | Stochastischer Prozess | Stochastic process | Theorie | Theory | Welt | World | Staatsanleihe | Notenbankpolitik | Entscheidung bei Unsicherheit | Zinsoption | Mathematisches Modell |
| Description of contents: | Table of Contents [gbv.de] |
| Extent: | VIII, 187 S. graph. Darst. |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Thesis ; Graue Literatur ; Non-commercial literature ; Sammlung ; Collection of articles written by one author |
| Language: | English ; German |
| Thesis: | Frankfurt/Main, Univ., Diss., 2008 |
| Notes: | Zsfassung in dt. Sprache |
| Classification: | Methoden und Techniken der Volkswirtschaft ; Makroökonomie |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003751650