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~person:"Elliott, Robert J."
~subject:"Optionspreistheorie"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Bibliografie enthalten"
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Optionspreistheorie
Interest rate derivative
3
Zinsderivat
3
LIBOR market model
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Option pricing theory
2
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2
Zinsstruktur
2
CAPM
1
CMS range notes
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CMS spread digital range notes
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Elliott, Robert J.
Chen, Son-nan
5
Rebonato, Riccardo
5
Eberlein, Ernst
4
Ritchken, Peter H.
4
Wu, Ting-pin
4
Backwell, Alex
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Bhar, Ramaprasad
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Das, Sanjiv R.
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Joshi, Mark S.
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Lin, Shih-kuei
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Uhrig-Homburg, Marliese
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Clewlow, Les
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Desmettre, Sascha
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McWalter, Thomas A.
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Mi, Yanhui
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Financial markets and portfolio management
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International journal of financial engineering
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ECONIS (ZBW)
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Valuation of certain CMS spreads
Wu, Ping
;
Elliott, Robert J.
- In:
Financial markets and portfolio management
31
(
2017
)
4
,
pp. 445-467
Persistent link: https://www.econbiz.de/10011944624
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2
Valuation of CMS range notes in a multifactor LIBOR market model
Wu, Ping
;
Elliott, Robert J.
- In:
International journal of financial engineering
3
(
2016
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10011532755
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