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portada Arbitragefreie Bewertung von Zinsderivaten (in German)
Type
Physical Book
Publisher
Author
Language
German
Pages
329
Format
Paperback
ISBN13
9783824464098
Edition No.
1997th

Arbitragefreie Bewertung von Zinsderivaten (in German)

Heitmann Frank: (Author) · Deutscher Universitätsverlag · Paperback

Arbitragefreie Bewertung von Zinsderivaten (in German) - Heitmann Frank:

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Synopsis "Arbitragefreie Bewertung von Zinsderivaten (in German)"

Das in dieser Arbeit entwickelte Modell ist in der Lage, die historisch festgestellten Shifts, Reversionen und Twists der Zinsstruktur zu erklären und bestätigt sich bei Tests mit deutschen Zinsoptionsscheinen.

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The book is written in German.

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The binding of this edition is Paperback.

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