Random walks in fixed income and foreign exchange : unexpected discoveries in issuance, investment and hedging of yield curve instruments
Jessica James, Michael Leister, and Christoph Rieger
| Year of publication: |
[2021]
|
|---|---|
| Authors: | James, Jessica ; Leister, Michael ; Rieger, Christoph |
| Institutions: | Walter de Gruyter GmbH & Co. KG (publisher) |
| Publisher: |
Berlin : De Gruyter |
| Subject: | cross-currency | Zinsderivat | Interest rate derivative | Hedging | Zinsstruktur | Yield curve | Währungsrisiko | Exchange rate risk | Anleihe | Bond | Finanzmathematik | Mathematical finance | Theorie | Theory | Welt | World | Irrfahrtsproblem |
| Description of contents: | Table of Contents [gbv.de] ; Description [degruyter.com] |
| Extent: | XII, 178 Seiten Illustrationen, Diagramme 24 cm x 17 cm |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Language: | English |
| ISBN: | 978-3-11-068868-9 ; 3-11-068868-9 ; 978-3-11-068873-3 ; 978-3-11-068879-5 |
| Other identifiers: | 10.1515/9783110688733 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012228798