A systematic approach to pricing and hedging international derivatives with interest rate risk : analysis of international derivatives under stochastic interest rates
Rüdiger Frey ; Daniel Sommer
| Year of publication: |
1996
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|---|---|
| Authors: | Frey, Rüdiger |
| Other Persons: | Sommer, Daniel (contributor) |
| Published in: |
Applied mathematical finance. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1350-486X, ZDB-ID 1282409-4. - Vol. 3.1996, 4, p. 295-317
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| Subject: | Optionspreistheorie | Option pricing theory | Devisenmarkt | Foreign exchange market | Währungsrisiko | Exchange rate risk | Zinsrisiko | Interest rate risk | Hedging | Theorie | Theory |
| 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/10001217786