Caps, floors, and swaptions
Year of publication: |
2008
|
---|---|
Authors: | Martellini, Lionel ; Priaulet, Philippe |
Published in: |
The professional risk managers' guide to financial instruments. - New York, NY [u.a.] : McGraw-Hill, ISBN 0-07-154649-9. - 2008, p. 201-218
|
Subject: | Optionsgeschäft | Option trading | Marktrisiko | Market risk | Optionspreistheorie | Option pricing theory | Risikomanagement | Risk management |
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