Hochschulschrift
Super hedging and arbitrage pricing of bonds and interest rate derivatives
- Location
-
Deutsche Nationalbibliothek Frankfurt am Main
- ISBN
-
9783826533808
3826533801
- Dimensions
-
21 cm
- Extent
-
V, 112 S.
- Edition
-
Als Ms. gedr.
- Language
-
Englisch
- Notes
-
graph. Darst.
Zugl.: Berlin, Humboldt-Univ., Diss., 1997
- Keyword
-
Derivat
Zinsänderungsrisiko
Hedging
Zinsstruktur
Arbitrage
- Event
-
Veröffentlichung
- (where)
-
Aachen
- (who)
-
Shaker
- (when)
-
1998
- Creator
-
Jaschke, Stefan
- Table of contents
- Rights
-
Bei diesem Objekt liegt nur das Inhaltsverzeichnis digital vor. Der Zugriff darauf ist unbeschränkt möglich.
- Last update
-
11.06.2025, 2:20 PM CEST
Data provider
This object is provided by:
Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Object type
- Hochschulschrift
Associated
- Jaschke, Stefan
- Shaker
Time of origin
- 1998
Other Objects (12)
Risk neutral valuation : pricing and hedging of financial derivatives
Risk neutral valuation : pricing and hedging of financial derivatives
Risk neutral valuation : pricing and hedging of financial derivatives
Consistent pricing and hedging volatility derivatives with two volatility surfaces
Applications of least-squares regressions to pricing and hedging of financial derivatives
Pricing and Hedging Illiquid Energy Derivatives:an Application to the JCC Index
Arbitrage pricing simplified
Arbitrage pricing theory
Martingale approach in pricing and hedging
Modeling of contagion effects and their influence to the pricing and hedging of basket credit derivatives
Pricing and Hedging in rough volatility models
Essays on Asset Pricing and Derivatives
Risk neutral valuation : pricing and hedging of financial derivatives
Risk neutral valuation : pricing and hedging of financial derivatives
Risk neutral valuation : pricing and hedging of financial derivatives
Consistent pricing and hedging volatility derivatives with two volatility surfaces
Applications of least-squares regressions to pricing and hedging of financial derivatives
Pricing and Hedging Illiquid Energy Derivatives:an Application to the JCC Index
Arbitrage pricing simplified
Arbitrage pricing theory
Martingale approach in pricing and hedging
Modeling of contagion effects and their influence to the pricing and hedging of basket credit derivatives
Pricing and Hedging in rough volatility models
Essays on Asset Pricing and Derivatives
Risk neutral valuation : pricing and hedging of financial derivatives
Risk neutral valuation : pricing and hedging of financial derivatives
Risk neutral valuation : pricing and hedging of financial derivatives
Consistent pricing and hedging volatility derivatives with two volatility surfaces
Applications of least-squares regressions to pricing and hedging of financial derivatives
Pricing and Hedging Illiquid Energy Derivatives:an Application to the JCC Index
Arbitrage pricing simplified
Arbitrage pricing theory
Martingale approach in pricing and hedging
Modeling of contagion effects and their influence to the pricing and hedging of basket credit derivatives
Pricing and Hedging in rough volatility models