Extended libor market models : derivatives pricing, implementation, and calibration
Christian Zühlsdorff
| Year of publication: |
2002
|
|---|---|
| Authors: | Zühlsdorff, Christian |
| Publisher: |
Hamburg : Kovač |
| Subject: | Zins | Interest rate | Geldmarkt | Money market | Volatilität | Volatility | Zinsderivat | Interest rate derivative | Optionspreistheorie | Option pricing theory | Theorie | Theory | Deutschland | Germany | Zinsstruktur | Yield curve | Derivat <Wertpapier> | Mathematisches Modell |
| Description of contents: | Table of Contents [gbv.de] |
| Extent: | 113 S graph. Darst 21 cm |
|---|---|
| Series: | Schriftenreihe Finanzmanagement. - Hamburg : Kovač, ISSN 1439-5266, ZDB-ID 2114385-7. - Vol. Bd. 7 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Thesis |
| Language: | English |
| Thesis: | Zugl.: Bonn, Univ., Diss., 2002 |
| Notes: | Gb. : EUR 78.00, sfr 126.62 |
| ISBN: | 3-8300-0710-8 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001678903