Ausgabe 2/2015
Inhalt (4 Artikel)
The valuation and information content of options on crude-oil futures contracts
Finbarr Murphy, Ehud I. Ronn
Pricing anomaly at the first sight: same borrower in different currencies faces different credit spreads—an explanation by means of a quanto option
Andreas W. Rathgeber, David Rudolph, Stefan Stöckl
Erratum
Erratum to: The valuation of forward-start rainbow options
Chun-Ying Chen, Hsiao-Chuan Wang, Jr-Yan Wang