The Pricing of Equity-Linked Contingent Claims Under a Lognormal Short Rate Dynamics
Year of publication: |
2011
|
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Authors: | Cocozza, Rosa |
Other Persons: | De Simone, Antonio (contributor) |
Publisher: |
[2011]: [S.l.] : SSRN |
Subject: | Optionspreistheorie | Option pricing theory | Zinsstruktur | Yield curve | Zins | Interest rate | CAPM |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments April 12, 2011 erstellt Volltext nicht verfügbar |
Classification: | C63 - Computational Techniques ; C65 - Miscellaneous Mathematical Tools ; G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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