Filipovic, Damir, Friewald, Nils, Pichler, Stefan. 2009. An Empirical Analysis of Valuation Algorithms for Pricing Callable Snowball Floaters. The Australasian Finance and Banking Conference 2009, Sydney, Australien, 16.12.-18.12..
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Status of publication | Published |
---|---|
Affiliation | WU |
Type of publication | Paper presented at an academic conference or symposium |
Language | English |
Title | An Empirical Analysis of Valuation Algorithms for Pricing Callable Snowball Floaters |
Event | The Australasian Finance and Banking Conference 2009 |
Year | 2009 |
Date | 16.12.-18.12. |
Country | Australia |
Location | Sydney |
Associations
- People
- Filipovic, Damir (Former researcher)
- Friewald, Nils (Former researcher)
- Pichler, Stefan (Details)
- Organization
- Institute for Corporate Finance
IN
(Former organization)
- Research Institute for Computational Methods FI (Details)
- Vienna Institute of Finance IN (Former organization)