Zinsstrukturmodelle (English, Markus Rudolf)
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Zinsstrukturmodelle (English, Markus Rudolf)

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Book Details

ISBN-139783790812695
ISBN-103790812692

Product Description

About the Book

Arbeiten zum Thema der Zinsstrukturmodelle haben am Schweizerischen In- stitut für Banken und Finanzen eine gewisse Tradition. In den letzten Jahren sind im Rahmen von Dissertationsprojekten die Arbeiten von Leithner [1992], Haverkamp [1993], Büh1er [1995], Tob1er [1996], Henn [1997], Heinz1 [1998] und Ammann [1998] entstanden. Als Grund für diesen Forschungsschwerpunkt kann sicherlich angeführt werden, dass die Bewertung von Derivaten insgesamt…

ISBN: 9783790812695

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