The valuation of option contracts subject to counterparty risk

vorgelegt von Raphael Christian Benedikt Sturn

Year of publication:	2019
Authors:	Sturn, Raphael Christian Benedikt
Institutions:	Eberhard Karls Universität Tübingen (degree granting)
Publisher:	Tübingen
Subject:	Valuation Formula \| Vasicek Model \| Stochastic Interest Rates \| Over-the-Counter \| Default Risk \| Counterparty Risk \| American Options \| European Options \| Option Valuation \| Optionspreistheorie \| Option pricing theory \| Kreditrisiko \| Credit risk \| Derivat \| Derivative \| Optionsgeschäft \| Option trading \| Black-Scholes-Modell \| Black-Scholes model \| OTC-Handel \| OTC market

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Erscheint auch als (Druck-Ausgabe):

The valuation of option contracts subject to counterparty risk. - Tübingen, 2018. - V, 215 Seiten

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