Pricing formulae for exotic caps
Year of publication: |
2005
|
---|---|
Authors: | Quittard-Pinon, François ; Chrétien, Laurent |
Published in: |
Finance : revue de l'Association Française de Finance. - Grenoble : Presses Universitaires de Grenoble, ISSN 0752-6180, ZDB-ID 614796-3. - Vol. 25.2004, 2, p. 27-47
|
Subject: | Zinsrisiko | Interest rate risk | Hedging | Finanzprodukt | Financial product |
-
Mathematics of financial markets
Elliott, Robert J., (1999)
-
The art of managing interest rate risk during 1980's
Kayvan, Sayeed, (1991)
-
Glau, Kathrin, (2016)
- More ...
-
Pricing formulae for exotic caps
Quittard-Pinon, François, (2005)
-
Term Structure of Interest Rates and the Pricing of Financial Contracts with Barriers
Chrétien, Laurent, (2001)
-
How to price efficiently European options in some geometric Lévy processes models?
Quittard-Pinon, François, (2008)
- More ...