Produktdesign und Semi-Statische Absicherung von Turbo-Zertifikaten
Year of publication: |
2005-04
|
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Authors: | Mahayni, Antje ; Suchanecki, Michael |
Institutions: | University of Bonn, Germany |
Subject: | Turbo-Zertifikate | Put-Call-Symmetrie | Static Hedging | Barrier-Optionen | Produktdesign |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | German |
Notes: | 2 pages long |
Classification: | G10 - General Financial Markets. General ; G13 - Contingent Pricing; Futures Pricing ; G21 - Banks; Other Depository Institutions; Mortgages |
Source: |
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Produktdesign und Semi-Statische Absicherung von Turbo-Zertifikaten
Mahayni, Antje, (2005)
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Scholz, Hendrik, (2004)
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The LIBOR Market Model : A Critical Review
Nawalkha, Sanjay K., (2009)
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On an Alternative Approach to Pricing General Barrier Options
Suchanecki, Michael, (2004)
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Default Risk, Bankruptcy Procedures and the Market Value of Life Insurance Liabilities
Chen, An, (2006)
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The Risk Management of Minimum Return Guarantees
Mahayni, Antje, (2003)
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