Embedded option pricing on interest-rate sensitive securities in the Italian market
Rosella Giacometti and Carmen Nuzzo
| Year of publication: |
1994
|
|---|---|
| Authors: | Giacometti, Rosella |
| Other Persons: | Nuzzo, Carmen (contributor) |
| Published in: |
Operations research models in quantitative finance : proceedings of the XIII Meeting EURO Working Group for Financial Modeling, University of Cyprus, Nicosia, Cyprus. - Heidelberg : Physica-Verl., ISBN 3-7908-0803-2. - 1994, p. 210-234
|
| Subject: | Zinsstruktur | Yield curve | Optionsgeschäft | Option trading | Theorie | Theory | Italien | Italy |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001315470