Dynamic hedging strategies and option pricing in bond market models with transaction costs /

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Bibliographic Details
OCLC:67643529
Main Author: Heinzl, Thomas Anton
Corporate Author: Universität St. Gallen
Language:English
Published: [S.l.] : [De Auteur], 1999.
Subjects:
Hedging.
Transactiekosten.
Format:

Thesis Monograph

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Description
Item Description:Proefschrift St. Gallen.
Physical Description:XVI, 114 p. : ill. ; 21 cm.
Bibliography:Bibliogr.: p. 107-114.
Place of Publication:Switzerland.

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