Project Details
Description
{description_courte}
| Status | Finished |
|---|---|
| Effective start/end date | 1/01/00 → 1/06/02 |
Keywords
- ALM
- mortgage loans
- embedded options
- value at risk
Implicit options embedded in banking retail products
- Platten, Isabelle (PI)
- Schwienbacher, Armin (Researcher)
Project: Research