Bewertung von Zinsoptionen bei stochastischer Zinsvolatilität
Subtitle: ein Inversionsansatz
By: Marliese Uhrig.
Series: Beiträge zur betriebswirtschaftlichen Forschung ;; Bd. 78
Publisher: Gabler
Published: 1996
Place of publication: Wiesbaden
Language: ger
Number of pages: 202
Subjects: Interest rates -- Mathematical models.
Notes: Includes bibliographical references (p. [189]-202).
Originally presented as the author's thesis (doctoral)--Universität Mannheim, 1995.