Arbitrage pricing and hedging of interest rate claims with state variables
N. El Karoui ; R. Myneni ; R. Viswanathan
| Year of publication: |
1992
|
|---|---|
| Authors: | El Karoui, Nicole ; Myneni, Ravi ; Viswanathan, R. |
| Publisher: |
[S.l.] |
| Subject: | Hedging | Zins | Interest rate | CAPM | Optionspreistheorie | Option pricing theory | Arbitrage Pricing | Arbitrage pricing |
| Published items: |
1 hits in ECONIS - Online Catalogue of the ZBW
|
| Type of publication: | Book / Working Paper |
|---|---|
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000875959