The Valuation of option contracts subject to counterparty Risk:
Gespeichert in:
1. Verfasser: | |
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Format: | Abschlussarbeit Elektronisch E-Book |
Sprache: | English |
Veröffentlicht: |
Tübingen
Universitätsbibliothek Tübingen
2019
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Schlagworte: | |
Online-Zugang: | Volltext https://d-nb.info/120227157X/34 kostenfrei |
Beschreibung: | 1 Online-Ressource (V, 215 Seiten) |
Internformat
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653 | |a Ausfallrisiko | ||
653 | |a Over-the-Counter | ||
653 | |a Stochastische Zinsen | ||
653 | |a Vasicek-Modell | ||
653 | |a Monte Carlo Simulation | ||
653 | |a Bewertungsformel | ||
653 | |a Valuation Formula | ||
653 | |a Vasicek Model | ||
653 | |a Stochastic Interest Rates | ||
653 | |a Over-the-Counter | ||
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653 | |a Counterparty Risk | ||
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Datensatz im Suchindex
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adam_txt | |
any_adam_object | |
any_adam_object_boolean | |
author | Sturn, Raphael Christian Benedikt |
author_GND | (DE-588)1203086083 (DE-588)170100383 |
author_facet | Sturn, Raphael Christian Benedikt |
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author_sort | Sturn, Raphael Christian Benedikt |
author_variant | r c b s rcb rcbs |
building | Verbundindex |
bvnumber | BV046698358 |
collection | ebook |
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discipline | Wirtschaftswissenschaften |
discipline_str_mv | Wirtschaftswissenschaften |
format | Thesis Electronic eBook |
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spelling | Sturn, Raphael Christian Benedikt Verfasser (DE-588)1203086083 aut The Valuation of option contracts subject to counterparty Risk Raphael Christian Benedikt Sturn ; Betreuer: Rainer Schöbel Tübingen Universitätsbibliothek Tübingen 2019 1 Online-Ressource (V, 215 Seiten) txt rdacontent c rdamedia cr rdacarrier Dissertation Universität Tübingen 2019 Archivierung/Langzeitarchivierung gewährleistet DE-101 pdager 1\p Risk http://id.loc.gov/authorities/subjects/sh85114195 lcsh 2\p Valuation http://id.loc.gov/authorities/subjects/sh85141927 lcsh 3\p Contracts http://id.loc.gov/authorities/subjects/sh85031620 lcsh Optionspreistheorie Optionsbewertung Europäische Optionen Amerikanische Optionen Kontrahentenrisiko Ausfallrisiko Over-the-Counter Stochastische Zinsen Vasicek-Modell Monte Carlo Simulation Bewertungsformel Valuation Formula Vasicek Model Stochastic Interest Rates Default Risk Counterparty Risk American Options European Options Option Valuation (DE-588)4113937-9 Hochschulschrift gnd-content Schöbel, Rainer (DE-588)170100383 dgs https://nbn-resolving.org/urn:nbn:de:bsz:21-dspace-967102 Resolving-System Volltext https://d-nb.info/120227157X/34 Langzeitarchivierung Nationalbibliothek https://publikationen.uni-tuebingen.de/xmlui/handle/10900/96710/ Verlag kostenfrei 1\p maschinell gebildet 0,07143 20191231 DE-101 2\p maschinell gebildet 0,03195 20191231 DE-101 3\p maschinell gebildet 0,00940 20191231 DE-101 |
spellingShingle | Sturn, Raphael Christian Benedikt The Valuation of option contracts subject to counterparty Risk 1\p Risk http://id.loc.gov/authorities/subjects/sh85114195 lcsh 2\p Valuation http://id.loc.gov/authorities/subjects/sh85141927 lcsh 3\p Contracts http://id.loc.gov/authorities/subjects/sh85031620 lcsh |
subject_GND | http://id.loc.gov/authorities/subjects/sh85114195 http://id.loc.gov/authorities/subjects/sh85141927 http://id.loc.gov/authorities/subjects/sh85031620 (DE-588)4113937-9 |
title | The Valuation of option contracts subject to counterparty Risk |
title_auth | The Valuation of option contracts subject to counterparty Risk |
title_exact_search | The Valuation of option contracts subject to counterparty Risk |
title_exact_search_txtP | The Valuation of option contracts subject to counterparty Risk |
title_full | The Valuation of option contracts subject to counterparty Risk Raphael Christian Benedikt Sturn ; Betreuer: Rainer Schöbel |
title_fullStr | The Valuation of option contracts subject to counterparty Risk Raphael Christian Benedikt Sturn ; Betreuer: Rainer Schöbel |
title_full_unstemmed | The Valuation of option contracts subject to counterparty Risk Raphael Christian Benedikt Sturn ; Betreuer: Rainer Schöbel |
title_short | The Valuation of option contracts subject to counterparty Risk |
title_sort | the valuation of option contracts subject to counterparty risk |
topic | 1\p Risk http://id.loc.gov/authorities/subjects/sh85114195 lcsh 2\p Valuation http://id.loc.gov/authorities/subjects/sh85141927 lcsh 3\p Contracts http://id.loc.gov/authorities/subjects/sh85031620 lcsh |
topic_facet | Risk Valuation Contracts Hochschulschrift |
url | https://nbn-resolving.org/urn:nbn:de:bsz:21-dspace-967102 https://d-nb.info/120227157X/34 https://publikationen.uni-tuebingen.de/xmlui/handle/10900/96710/ |
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