Efficient methods for valuing and managing interest rate and other derivative securities

Research output: ThesisDoctoral ThesisExternal

Original languageEnglish
Awarding Institution
  • Erasmus University Rotterdam
Award date1 Jan 1996
Publisher
Publication statusPublished - 1996
Externally publishedYes

Keywords

  • Derivat (Wertpapier)
  • Portfolio selection
  • Derivative Zinsinstrumente
  • Derivat
  • Zinstermingeschäft
  • Portfolio Selection
  • Optionspreistheorie

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