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zbMath1207.91003MaRDI QIDQ3643095

Klaus Sandmann

Publication date: 10 November 2009

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

forwards continuous time model interest rates futures exotic options binomial model swaptions foreign exchange markets replicating portfolio caps and floors European and American options arbitrage possibilities

Mathematics Subject Classification ID

Stochastic models in economics (91B70) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01) Actuarial science and mathematical finance (91Gxx) Financial and insurance mathematics (aspects of mathematics education) (97M30)

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