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Overview of the Assumptions

  • Hans-Peter Deutsch
Part of the Finance and Capital Markets Series book series (FCMS)

Abstract

To apply the common methods for pricing and risk management we need to make assumptions which are necessary for the construction of the associated models. A complete list of all model assumptions made in this book are summarized here in order to provide an overview of the numerous conditions and assumptions arising in the various methods. For each pricing and risk management method discussed in the following chapters, we will specify which of these assumptions are needed for their application.

Keywords

Interest Rate Risk Management Price Change Internal Model Random Component 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Hans-Peter Deutsch 2009

Authors and Affiliations

  • Hans-Peter Deutsch
    • 1
  1. 1.FrankfurtGermany

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