Essays on pricing, hedging and calibrating credit and interest rate derivatives
Year of publication: |
2006
|
---|---|
Authors: | Errais, Eymen |
Subject: | Derivat | Derivative | Hedging | CAPM | Optionspreistheorie | Option pricing theory |
Description of contents: | Table of Contents [gbv.de] |
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A verification model to capture option risk and hedging based on a modified underlying beta
Shen, Chuan-He, (2021)
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Options, futures & other derivatives
Hull, John, (2000)
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[Rezension von: Hull, John, Options, futures, and other derivative securities]
Gay, Gerald, (1990)
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Yes, Libor Models can capture Interest Rate Derivatives Skew : A Simple Modelling Approach
Errais, Eymen, (2005)
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Valuing Pilot Project Investments in Incomplete Markets : A Compound Option Approach
Errais, Eymen, (2005)
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A dynamic programming approach for pricing CDS and CDS options
Ben-Ameur, Hatem, (2009)
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