Identifying, valuing and hedging of embedded options in non-maturity deposits

Andreas Blöchlinger

Year of publication:	2015
Authors:	Blöchlinger, Andreas
Published in:	Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 50.2015, p. 34-51
Subject:	Discrete-time dynamic term structure model \| Discretionary pricing \| Mark-to-model valuation \| Ordinal response model \| Volatility risk \| Volatilität \| Volatility \| Zinsstruktur \| Yield curve \| Hedging \| Optionspreistheorie \| Option pricing theory \| Risikoprämie \| Risk premium

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