Pricing of bond options : unspanned stochastic volatility and random field models
Detlef Repplinger
| Alternative title: | Option pricing of fixed income derivatives with random fields and unspanned stochastic volatility |
|---|---|
| Year of publication: |
2008
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| Authors: | Repplinger, Detlef |
| Publisher: |
Berlin : Springer |
| Subject: | Integrated Edgeworth Expansion | Fractional Fourier Transform | Anleihe | Bond | Optionsgeschäft | Option trading | Zinsstruktur | Yield curve | Börsenkurs | Share price | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Nichtlineare Regression | Nonlinear regression | Regressionsanalyse | Regression analysis | Theorie | Theory | Optionspreis | Preisbildung | Stochastisches Modell |
| Description of contents: | Table of Contents [swbplus.bsz-bw.de] ; Table of Contents [gbv.de] ; Description [swbplus.bsz-bw.de] ; Description [swbplus.bsz-bw.de] ; Description [bvbr.bib-bvb.de] ; Description [zbmath.org] ; Description [digitale-objekte.hbz-nrw.de] |
Online-Ausg.:
Repplinger, Detlef. Pricing of Bond Options. - Berlin : Springer, 2008. - Online-Ressource (digital)
Persistent link: https://www.econbiz.de/10013278100