Hochschulschrift
Robust calibration of the Libor market model and pricing of derivative products
- Location
-
Deutsche Nationalbibliothek Frankfurt am Main
- Extent
-
Online-Ressource
- Language
-
Englisch
- Notes
-
Ulm, Universität Ulm, Diss., 2011
- Keyword
-
Modellierung
Robustes Verfahren
Zinsderivat
Optionspreistheorie
Theorie
Modellierung
Robuste Statistik
Zinsswap
Zinsoption
Zinstermingeschäft
Optionspreistheorie
Derivat
Robustheit
- Event
-
Veröffentlichung
- (where)
-
Ulm
- (who)
-
Universität Ulm. Fakultät für Mathematik und Wirtschaftswissenschaften
- (when)
-
2011
- Creator
- URN
-
urn:nbn:de:bsz:289-vts-77939
- Rights
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Last update
-
15.08.2025, 7:22 AM CEST
Data provider
This object is provided by:
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Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Object type
- Hochschulschrift
Associated
- Schätz, Dennis
- Universität Ulm. Fakultät für Mathematik und Wirtschaftswissenschaften
Time of origin
- 2011
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