Monografie
Libor market models with stochastic volatility and CMS spread option pricing
- Sprache
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Englisch
- Anmerkungen
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Ulm, Univ., Diss., 2011
- Identifier
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1012989801
Thema
Optionspreistheorie; Zinsstruktur; Zinsstrukturtheorie; Zinsswap; Zinsoption; Zinstermingeschäft; Risikoprämie; Stochastischer Prozess; Volatilität; Stochastisches Modell; Hochschulschrift
Beteiligte Personen und Organisationen
- URN
- Rechteinformation
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Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Letzte Aktualisierung
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26.01.2023, 13:56 MEZ
Objekttyp
- Monografie
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