Primer : The FST theorem for pricing with foreign collateral
Alan Brace
| Year of publication: |
2013
|
|---|---|
| Authors: | Brace, Alan |
| Publisher: |
Sydney : Quantitative Finance Research Centre, Univ. of Techn. |
| Subject: | CAPM | Swap | Theorie | Theory |
| Extent: | Online-Ressource (7 S.) |
|---|---|
| Series: | Research paper / Quantitative Finance Research Centre, University of Technology Sydney. - Sydney : School of Finance and Economics, Univ. of Technology, ZDB-ID 2163446-4. - Vol. 331 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | FST = Fujii Shimada Takahashi theorem Systemvoraussetzungen: Acrobat Reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009744635