Stochastic Volatility for Interest Rate Derivatives
Year of publication: |
2019
|
---|---|
Authors: | Kaisajuntti, Linus |
Other Persons: | Kennedy, Joanne (contributor) |
Publisher: |
[2019]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Derivat | Derivative | Stochastischer Prozess | Stochastic process | Zinsderivat | Interest rate derivative | Optionspreistheorie | Option pricing theory | Zinsstruktur | Yield curve | Zins | Interest rate |
Extent: | 1 Online-Ressource (46 p) |
---|---|
Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 7, 2011 erstellt |
Other identifiers: | 10.2139/ssrn.1894887 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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