Pricing of Bond Options Unspanned Stochastic Volatility and Random Field Models /
Furkejuvvon:
| Váldodahkki: | |
|---|---|
| Searvvušdahkki: | |
| Materiálatiipa: | Elektrovnnalaš E-girji |
| Giella: | eaŋgalasgiella |
| Almmustuhtton: |
Berlin, Heidelberg :
Springer Berlin Heidelberg,
2008.
|
| Ráidu: | Lecture Notes in Economics and Mathematical Systems,
615 |
| Fáttát: | |
| Liŋkkat: | http://dx.doi.org/10.1007/978-3-540-70729-5 |
| Fáddágilkorat: |
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Geahča maid: Pricing of Bond Options
- Market-Conform Valuation of Options
- Pricing of Derivatives on Mean-Reverting Assets
- Pricing Interest-Rate Derivatives A Fourier-Transform Based Approach /
- A Structural Framework for the Pricing of Corporate Securities Economic and Empirical Issues /
- Portfolios of Real Options
- Pricing and Risk Management of Synthetic CDOs