Valuation of contingent claims with interest and exchange rate risk and the exogenous issuing of new bonds
Year of publication: |
1996
|
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Authors: | Sommer, Daniel |
Publisher: |
Bonn |
Subject: | Optionspreistheorie | Option pricing theory | Zinsrisiko | Interest rate risk | Devisenmarkt | Foreign exchange market | Hedging | Zero-Bond | Zero-coupon bond | Emissionsgeschäft | Underwriting business | Zinsstruktur | Yield curve | Währungsrisiko | Exchange rate risk | Theorie | Theory |
Extent: | IV, 130 S |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Hochschulschrift ; Thesis ; Graue Literatur ; Non-commercial literature |
Language: | English |
Thesis: | Bonn, Univ., Diss., 1996 |
Source: | ECONIS - Online Catalogue of the ZBW |
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