Term structure models of interest rates with jump-diffusion information : equilibrium, CAPM, and derivative asset pricing
by Koji Kusuda
| Year of publication: |
2003
|
|---|---|
| Authors: | Kusuda, Koji |
| Subject: | jump diffusion | Optionspreistheorie | Option pricing theory | CAPM | Black-Scholes-Modell | Black-Scholes model | Derivat | Derivative | Zinsstruktur | Yield curve | Gleichgewichtsmodell | Equilibrium model | Theorie | Theory |
| Extent: | VI, 150 S. |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Thesis ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Thesis: | Zugl.: Minneapolis, Minn., Univ. of Minnesota, Diss., 2003 |
| Notes: | Kopie, ersch. im Verl. UMI, Ann Arbor, Mich. |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003379037