Generic derivatives and exotic options
Subtitle: aspects of valuation and market risk measurement
By: von Markus G. Engeler.
Series: Bank- und finanzwirtschaftliche Forschungen ;; Bd. 272
Publisher: Verlag Paul Haupt
Published: 1998
Place of publication: Bern
Language: eng
Number of pages: 292
Subjects: Derivative securities -- Valuation.; Exotic options (Finance) -- Valuation.
Notes: Includes bibliographical references (p. 280-292).
Originally presented as the author's thesis (doctoral)--University of Zurich, 1998.