-
1تقرير
المؤلفون: Packham, Natalie, Schlögl, Lutz, Schmidt, Wolfgang M.
مصطلحات موضوعية: ddc:330, G12, G13, G24, C69, gap risk, credit spreads, credit dynamics, first passage time models, Lévy processes, general Ornstein-Uhlenbeck processes, Finanzderivat, Zins, Risikoprämie, Volatilität, Stochastischer Prozess, Theorie
العلاقة: Series: CPQF Working Paper Series; No. 21; gbv-ppn:662556127; http://hdl.handle.net/10419/40190Test; RePEc:zbw:cpqfwp:21
-
2تقرير
المؤلفون: Packham, Natalie, Schlögl, Lutz, Schmidt, Wolfgang M.
مصطلحات موضوعية: ddc:330, G12, G13, G24, C69, gap risk, credit spreads, credit dynamics, first passage time models, stochastic volatility, general Ornstein-Uhlenbeck processes, Finanzderivat, Zins, Risikoprämie, Credit Default Swap, Volatilität, Stochastischer Prozess, Theorie
العلاقة: Series: CPQF Working Paper Series; No. 22; gbv-ppn:830010149; http://hdl.handle.net/10419/40179Test; RePEc:zbw:cpqfwp:22
-
3تقرير
المؤلفون: Boenkost, Wolfram, Schmidt, Wolfgang M.
مصطلحات موضوعية: ddc:330, G13, interest rate options, volatility smile, convexity, option replication, Zins, Volatilität, Optionspreistheorie, Theorie
العلاقة: Series: CPQF Working Paper Series; No. 4; gbv-ppn:829980660; http://hdl.handle.net/10419/40182Test; RePEc:zbw:cpqfwp:4