Interest Rate Curve Interpolations and Their Assessment via Hedge Simulations
Year of publication: |
2015
|
---|---|
Authors: | Fries, Christian P. |
Other Persons: | Plum, Christoph (contributor) |
Publisher: |
[2015]: [S.l.] : SSRN |
Subject: | Hedging | Simulation | Zinsstruktur | Yield curve | Theorie | Theory | Zins | Interest rate |
Extent: | 1 Online-Ressource (34 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 9, 2015 erstellt |
Other identifiers: | 10.2139/ssrn.2635903 [DOI] |
Classification: | G13 - Contingent Pricing; Futures Pricing ; G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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