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Q4437458 - MaRDI portal

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scientific article; zbMATH DE number 2011659
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English
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scientific article; zbMATH DE number 2011659

    Statements

    author
    Daniel Akume
    0 references
    Bernd Luderer
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    Gerhard-Wilhelm Weber
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    publication date
    1 December 2003
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    zbMATH Keywords
    Black model
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    interest rate swaps
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    risk parameters
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    trading strategy
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    Identifiers

    zbMATH DE Number
    2011659
    0 references
     
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