Monografie
Libor market models with stochastic volatility and CMS spread option pricing
- Language
-
Englisch
- Notes
-
Ulm, Univ., Diss., 2011
- Identifier
-
1012989801
Subject
Optionspreistheorie; Zinsstruktur; Zinsstrukturtheorie; Zinsswap; Zinsoption; Zinstermingeschäft; Risikoprämie; Stochastischer Prozess; Volatilität; Stochastisches Modell; Hochschulschrift
Contributor
- URN
- Rights
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Last update
-
26.01.2023, 1:56 PM CET
Object type
- Monografie
Other Objects (12)
Yield curve factors, term structure volatility, and bond risk premia
Some new aspects of optimal portfolios and option pricing
Some asymptotic results on non-standard likelihood ratio tests and Cox process modeling in finance
A fresh view on the Ho-Lee model of the term structure from a stochastic discounting perspective
Projections of the stochastic discount factor and optimal volatility derivatives
Hedging in affine stochastic volatility models
Structural Stochastic Volatility in Asset Pricing Dynamics: Estimation and Model Contest
Essays on macroeconomic policy & affine term structure models
Essays on macroeconomic policy & affine term structure models
Valuing options in Heston's stochastic volatility model : another analytical approach
Convergence of binomial large investor models and general correlated random walks
Stochastic Modeling of Intraday Electricity Markets
Yield curve factors, term structure volatility, and bond risk premia
Some new aspects of optimal portfolios and option pricing
Some asymptotic results on non-standard likelihood ratio tests and Cox process modeling in finance
A fresh view on the Ho-Lee model of the term structure from a stochastic discounting perspective
Projections of the stochastic discount factor and optimal volatility derivatives
Hedging in affine stochastic volatility models
Structural Stochastic Volatility in Asset Pricing Dynamics: Estimation and Model Contest
Essays on macroeconomic policy & affine term structure models
Essays on macroeconomic policy & affine term structure models
Valuing options in Heston's stochastic volatility model : another analytical approach
Convergence of binomial large investor models and general correlated random walks
Stochastic Modeling of Intraday Electricity Markets
Yield curve factors, term structure volatility, and bond risk premia
Some new aspects of optimal portfolios and option pricing
Some asymptotic results on non-standard likelihood ratio tests and Cox process modeling in finance
A fresh view on the Ho-Lee model of the term structure from a stochastic discounting perspective
Projections of the stochastic discount factor and optimal volatility derivatives
Hedging in affine stochastic volatility models
Structural Stochastic Volatility in Asset Pricing Dynamics: Estimation and Model Contest
Essays on macroeconomic policy & affine term structure models
Essays on macroeconomic policy & affine term structure models
Valuing options in Heston's stochastic volatility model : another analytical approach
Convergence of binomial large investor models and general correlated random walks