The valuation of European call options on zero-coupon bonds in the run-up to a fixed exchange-rate regime
Year of publication: |
2014
|
---|---|
Authors: | Reher, Gerrit ; Wilfling, Bernd |
Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 29.2014, p. 483-496
|
Subject: | Exchange-rate dynamics | Uncovered interest parity | Interest-rate options | Switching exchange-rate regimes | Zinsparität | Interest rate parity | Optionspreistheorie | Option pricing theory | Wechselkurssystem | Exchange rate regime | Zero-Bond | Zero-coupon bond | Wechselkurspolitik | Exchange rate policy | Zinsstruktur | Yield curve | EU-Staaten | EU countries |
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