Pricing Embedded Options in Value-Based ALM
Year of publication: |
2012
|
---|---|
Authors: | Hoevenaars, Roy P. M. M. |
Publisher: |
[2012]: [S.l.] : SSRN |
Subject: | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Preismanagement | Pricing strategy |
Extent: | 1 Online-Ressource (28 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 29, 2012 erstellt |
Other identifiers: | 10.2139/ssrn.1995054 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Taylor expansion for derivative securities pricing as a precondition for strategic market decisions
Burtnyak, Ivan, (2018)
-
Wessels, Sebastian, (2021)
-
Joint order and pricing decisions for fresh produce with put option contracts
Wang, Chong, (2018)
- More ...
-
Forecasting market impact costs and identifying expensive trades
Bikker, Jacob A., (2008)
-
Strategic asset allocation with liabilities : beyond stocks and bonds
Hoevenaars, Roy P. M. M., (2008)
-
Hoevenaars, Roy P. M. M., (2003)
- More ...