LIBROS DEL AUTOR: christian hassold

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  • The Valuation of Multivariate Options
    Christian Hassold
    Inhaltsangabe:Abstract: During the last decades, capital markets have transformed rapidly. Derivative securities – or more simply derivatives – like swaps, futures, and options supplemented the trading of stocks and bonds. These financial products can frequently be seen in the media: Due to derivatives, Procter & Gamble lost $150 million in 1994, Barings Bank lost $1.3 billion...
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