Attention
Robustness of Gaussian Hedges and the Hedging of Fixed Income Derivatives
Year of publication: |
1999-04-01
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Authors: | Dudenhausen, Antje ; Schlögl, Erik ; Schlögl, Lutz |
Publisher: |
Sonderforschungsbereich Information und die Koordination Wirtschaftlicher Aktivitäten <Bonn> |
Subject: | Statistik | Hedging | Wirtschaftsstatistik | Economic statistics | Stochastik | Dichte <Stochastik> |
Extent: | 287744 bytes 24 p. application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Classification: | E43 - Determination of Interest Rates; Term Structure Interest Rates ; G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing ; Corporate finance and investment policy. Other aspects ; Individual Working Papers, Preprints ; No country specification |
Source: | USB Cologne (business full texts) |
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