Efficient methods for valuing interest rate derivatives
Year of publication: |
2000
|
---|---|
Authors: | Pelsser, Antoon |
Publisher: |
London [u.a.] : Springer |
Subject: | Derivat <Wertpapier> | Zinsstrukturtheorie |
Description of contents: | Table of Contents [digitool.hbz-nrw.de] |
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Zagst, Rudi, (2002)
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Robust libor modelling and pricing of derivative products
Schoenmakers, John, (2005)
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Interest rate factor models : term structure dynamics and derivatives pricing
Schlögl, Erik, (1997)
- More ...
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Market Value of Insurance Contracts with Profit Sharing
Bouwknegt, Pieter, (2001)
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Pricing and Hedging Guaranteed Annuity Options via Static Option Replication
Pelsser, Antoon, (2002)
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Level-Slope-Curvature - Fact or Artefact?
Lord, Roger, (2005)
- More ...