scientific article; zbMATH DE number 969940

zbMATH Open0866.90016MaRDI QIDQ5688059

Dariusz Gątarek

Publication date: 23 January 1997

Title of this publication is not available (Why is that?)

zbMATH Keywords

Delta hedgingBlack formulapricing of interest rate derivative securities

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24)

Related Items (4)

The SOFR and the Fed's influence over market interest rates ⋮ Title not available (Why is that?) ⋮ Towards a central interest rate model ⋮ Note on the Smith-Wilson interest rate curve

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