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Contingent Claim Valuation

  • Manuel Ammann
Chapter
  • 646 Downloads
Part of the Springer Finance book series (FINANCE)

Abstract

This chapter develops general contingent claim pricing concepts fundamental to the subjects treated in subsequent chapters.

Keywords

Stochastic Differential Equation Trading Strategy Price Process Forward Rate Contingent Claim 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer-Verlag Berlin Heidelberg 2001

Authors and Affiliations

  • Manuel Ammann
    • 1
  1. 1.Swiss Institute of Banking and FinanceUniversity of St. GallenSt. GallenSwitzerland

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