Pricing Interest Rate Derivatives Under Different Interest Rate Modeling : A Critical and Empirical Comparison
Year of publication: |
2011
|
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Authors: | De Simone, Antonio |
Publisher: |
[2011]: [S.l.] : SSRN |
Subject: | Zinsderivat | Interest rate derivative | Derivat | Derivative | Zinsstruktur | Yield curve | Optionspreistheorie | Option pricing theory | Zins | Interest rate | Anleihe | Bond |
Extent: | 1 Online-Ressource (10 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Investment Management and Financial Innovations, Vol. 7, No. 2, 2010 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments February 2, 2010 erstellt |
Classification: | G12 - Asset Pricing ; C53 - Forecasting and Other Model Applications ; C65 - Miscellaneous Mathematical Tools |
Source: | ECONIS - Online Catalogue of the ZBW |
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