Modelling callable annuity bonds with interest-only optionality
by Anders Holst & Morten Nalholm
| Year of publication: |
2004 ; [Elektronische Ressource]
|
|---|---|
| Other Persons: | Holst, Anders (contributor) ; Nalholm, Morten (contributor) |
| Institutions: | Institut for Finansiering <Frederiksberg> (contributor) |
| Publisher: |
Frederiksberg, Denmark : Department of Finance, Copenhagen Business School |
| Subject: | Optionsgeschäft | Option trading | Optionspreistheorie | Option pricing theory | Anleihe | Bond | Private Altersvorsorge | Private retirement provision | Altersvorsorge | Retirement provision |
| Extent: | Online-Ressource, 42 p., = 2,5 Mb, text ill |
|---|---|
| Series: | Working paper / Institut for Finansiering, Handelshøjskolen i København. - Frederiksberg, ZDB-ID 2822202-7. - Vol. 2004,6 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | nBibliography Systemvoraussetzungen: Acrobat reader |
| ISBN: | 87-90705-82-3 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002378727