SOFR Derivative Pricing Using a Short Rate Model
Year of publication: |
[2022]
|
---|---|
Authors: | Xu, Mingyang |
Publisher: |
[S.l.] : SSRN |
Subject: | Derivat | Derivative | Zinsstruktur | Yield curve | Optionspreistheorie | Option pricing theory | Zinsderivat | Interest rate derivative |
Extent: | 1 Online-Ressource (18 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments December 12, 2021 erstellt |
Other identifiers: | 10.2139/ssrn.4007604 [DOI] |
Classification: | C02 - Mathematical Methods |
Source: | ECONIS - Online Catalogue of the ZBW |
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