Christian Peters

University of Augsburg

Universitätsstr. 16

Augsburg, 86135

Germany

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Scholarly Papers (1)

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Open-End Knock-Outs on Bond Futures: Valuation, Properties and Estimation of Hidden Profit Drivers

Number of pages: 47 Posted: 22 Apr 2014
Oliver Entrop, Christian Peters and Marco Wilkens
University of Passau, University of Augsburg and University of Augsburg
Downloads 108 (260,586)

Abstract:

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structured products, knock-out, price setting, German market, rollover