Pricing and hedging of contingent claims in term structure models with exogenous issuing of new bonds
Daniel Sommer
| Year of publication: |
1997
|
|---|---|
| Authors: | Sommer, Daniel |
| Published in: |
European financial management : the journal of the European Financial Management Association. - Oxford : Wiley-Blackwell, ISSN 1354-7798, ZDB-ID 1235378-4. - Vol. 3.1997, 3, p. 269-292
|
| Subject: | Zero-Bond | Zero-coupon bond | Hedging | Optionspreistheorie | Option pricing theory | Zinsstruktur | Yield curve | Emissionsgeschäft | Underwriting business | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: European financial management |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001541513