Pricing of Options on Forward Bonds and Constant Maturity Treasury (CMT) : A Monte Carlo Approach
Year of publication: |
2013
|
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Authors: | Youmbi, Didier |
Publisher: |
[2013]: [S.l.] : SSRN |
Subject: | Optionspreistheorie | Option pricing theory | Monte-Carlo-Simulation | Monte Carlo simulation | Staatspapier | Government securities | Derivat | Derivative | Öffentliche Anleihe | Public bond | Fälligkeit | Maturity |
Extent: | 1 Online-Ressource (31 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 7, 2012 erstellt |
Other identifiers: | 10.2139/ssrn.2042719 [DOI] |
Classification: | C60 - Mathematical Methods and Programming. General |
Source: | ECONIS - Online Catalogue of the ZBW |
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