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Exotische Zinsswaps: Bewertung, Hedging und Analyse (German Edition)

Author Martin Maria Bardenhewer
Publisher Deutscher Universitätsverlag
Category Business & Economics
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Book Details
ISBN / ASIN3824472406
ISBN-139783824472406
AvailabilityUsually ships in 24 hours
Sales Rank99,999,999
MarketplaceUnited States 🇺🇸

Description

Martin Maria Bardenhewer analysiert exemplarisch exotische Zinsswaps in einem gemeinsamen Rahmen. Für deren Bewertung werden Ein- und Zweifaktorenmodelle der Zinsstruktur zu Grunde gelegt und oft neue oder verbesserte Verfahren vorgestellt.
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