The pricing and hedging of barrier options and their applications in finance and life insurance
Year of publication: |
2008
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Authors: | Suchanecki, Michael |
Subject: | Optionspreistheorie |
Description of contents: | Table of Contents [digitool.hbz-nrw.de] |
Extent: | 133 S. : graph. Darst. |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Dissertation u.a. Prüfungsschriften |
Language: | English |
Thesis: | Bonn, Univ., Diss., 2008 |
Classification: | Banken, Versicherungen ; Investition, Finanzierung |
Source: |
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Vievers, Matthias Claudius, (2001)
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Ernst, Dietmar, (2002)
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König-Schichtel, Susanne, (2004)
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Produktdesign und Semi-Statische Absicherung von Turbo-Zertifikaten
Mahayni, Antje, (2005)
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Default Risk, Bankruptcy Procedures and the Market Value of Life Insurance Liabilities
Chen, An, (2006)
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On an Alternative Approach to Pricing General Barrier Options
Suchanecki, Michael, (2004)
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