Balder, Sven; Schwake, Daniel:
Delta Hedging of Interest Rate Risks in Long-term Contracts-An Application of the Cairns Model
2010
2010book
Economics
Title:
Delta Hedging of Interest Rate Risks in Long-term Contracts-An Application of the Cairns Model
Author:
Balder, SvenUDE
LSF ID
50321
Other
connected with university
;Schwake, Daniel
Year of publication:
2010
Note:
Arbeitsbericht