Valuation of contingent claims with interest and exchange rate risk and the exogenous issuing of new bonds
von Daniel Sommer
| Year of publication: |
1996
|
|---|---|
| Authors: | Sommer, Daniel |
| Subject: | Optionspreistheorie | Option pricing theory | Währungsrisiko | Exchange rate risk | Zinsänderungsrisiko | Risikomanagement | Zinsstrukturtheorie | Hedging |
| Description of contents: | Table of Contents [gbv.de] |
| Extent: | IV, 130 S. |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift |
| Language: | English |
| Thesis: | Bonn, Univ., Diss., 1996 |
| Classification: | Geld, Inflation, Kapitalmarkt |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000614512