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

Antoon Pelsser

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

Antoon Pelsser

Research output: Thesis › Doctoral Thesis › External

Original language	English
Awarding Institution	Erasmus MC
Award date	1 Jan 1996
Publisher	Erasmus Universteit Rotterdam
Publication status	Published - 1996
Externally published	Yes

Keywords

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

Cite this

@phdthesis{98cee976876746faaf53884fba2bff83,

title = "Efficient methods for valuing and managing interest rate and other derivative securities",

keywords = "Derivat (Wertpapier), Portfolio selection, Derivative Zinsinstrumente, Derivat, Zinstermingesch{\"a}ft, Portfolio Selection, Optionspreistheorie",

author = "Antoon Pelsser",

year = "1996",

language = "English",

publisher = "Erasmus Universteit Rotterdam",

school = "Erasmus MC",

}

TY - BOOK

T1 - Efficient methods for valuing and managing interest rate and other derivative securities

AU - Pelsser, Antoon

PY - 1996

Y1 - 1996

KW - Derivat (Wertpapier)

KW - Portfolio selection

KW - Derivative Zinsinstrumente

KW - Derivat

KW - Zinstermingeschäft

KW - Portfolio Selection

KW - Optionspreistheorie

M3 - Doctoral Thesis

PB - Erasmus Universteit Rotterdam

ER -