Risk sensitivities of Bermuda swaptions
Vladimir V. Piterbarg
| Year of publication: |
2004
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|---|---|
| Authors: | Piterbarg, Vladimir V. |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 7.2004, 4, p. 465-509
|
| Subject: | Optionsgeschäft | Option trading | Zinsderivat | Interest rate derivative | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002108806