Illiquid Derivative Pricing and Equity Valuation under Interest Rate Risk

Illiquid Derivative Pricing and Equity Valuation under Interest Rate Risk

Bibliographic Details
Main Author: Kang, Zhuang
Language:English
Published: University of Cincinnati / OhioLINK 2010
Subjects:
Mathematics
indifference pricing
illiquid derivative
consistent pricing
equity valuation
interest rate risk
fundamental matrix of derivative pricing
Online Access:http://rave.ohiolink.edu/etdc/view?acc_num=ucin1282168157

Internet

http://rave.ohiolink.edu/etdc/view?acc_num=ucin1282168157

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