ISBN: 9783642029097
The topic of this book is the development of pricing formulae for European style derivatives on assets with mean-reverting behavior, especially commodity derivatives. For this class of as… Más…
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2010, ISBN: 9783642029097
Pricing of Derivatives on Mean-Reverting Assets:Lecture Notes in Economics and Mathematical Systems. Auflage 2010 Björn Lutz Pricing of Derivatives on Mean-Reverting Assets:Lecture Notes … Más…
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2009, ISBN: 9783642029097
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2009, ISBN: 9783642029097
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2009, ISBN: 9783642029097
2010, eBook Download (PDF), eBooks, [PU: Springer Berlin]
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ISBN: 9783642029097
The topic of this book is the development of pricing formulae for European style derivatives on assets with mean-reverting behavior, especially commodity derivatives. For this class of as… Más…
Björn Lutz:
Pricing of Derivatives on Mean-Reverting Assets als eBook Download von Björn Lutz - libro nuevo2010, ISBN: 9783642029097
Pricing of Derivatives on Mean-Reverting Assets:Lecture Notes in Economics and Mathematical Systems. Auflage 2010 Björn Lutz Pricing of Derivatives on Mean-Reverting Assets:Lecture Notes … Más…
2009
ISBN: 9783642029097
eBooks, eBook Download (PDF), 2010, [PU: Springer Berlin], Springer Berlin, 2009
2009, ISBN: 9783642029097
[ED: 1], Auflage, eBook Download (PDF), eBooks, [PU: Springer-Verlag]
2009, ISBN: 9783642029097
2010, eBook Download (PDF), eBooks, [PU: Springer Berlin]
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Detalles del libro - Pricing of Derivatives on Mean-Reverting Assets
EAN (ISBN-13): 9783642029097
ISBN (ISBN-10): 3642029094
Año de publicación: 2009
Editorial: Springer Berlin
137 Páginas
Idioma: eng/Englisch
Libro en la base de datos desde 2010-05-15T22:55:14-05:00 (Mexico City)
Página de detalles modificada por última vez el 2023-08-25T12:08:23-06:00 (Mexico City)
ISBN/EAN: 9783642029097
ISBN - escritura alterna:
3-642-02909-4, 978-3-642-02909-7
Mode alterno de escritura y términos de búsqueda relacionados:
Autor del libro: lutz
Título del libro: derivatives pricing
Datos del la editorial
Autor: Björn Lutz
Título: Lecture Notes in Economics and Mathematical Systems; Pricing of Derivatives on Mean-Reverting Assets
Editorial: Springer; Springer Berlin
137 Páginas
Año de publicación: 2009-09-19
Berlin; Heidelberg; DE
Impreso en
Idioma: Inglés
53,49 € (DE)
55,00 € (AT)
59,00 CHF (CH)
Available
XVIII, 137 p. 22 illus.
EA; E107; eBook; Nonbooks, PBS / Wirtschaft/Betriebswirtschaft; Finanzenwesen und Finanzindustrie; Verstehen; Derivative Pricing; Fourier Inversion; Incomplete Markets; Mean-Reversion; Numerical Integration of ODE Systems; Volatility; algorithms; quantitative finance; C; Finance, general; Macroeconomics/Monetary Economics//Financial Economics; Applications of Mathematics; Quantitative Finance; Financial Economics; Macroeconomics and Monetary Economics; Applications of Mathematics; Mathematics in Business, Economics and Finance; Economics and Finance; Makroökonomie; Angewandte Mathematik; Wirtschaftswissenschaft, Finanzen, Betriebswirtschaft und Management; BC
Mean Reversion in Commodity Prices.- Fundamentals of Derivative Pricing.- Stochastic Volatility Models.- Integration of Jump Components.- Stochastic Equilibrium Level of the Underlying Process.- Deterministic Seasonality Effects.- Conclusion.Más, otros libros, que pueden ser muy parecidos a este:
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9783642029080 Pricing of Derivatives on Mean-Reverting Assets (Lecture Notes in Economics and Mathematical Systems, Band 630) (Lutz, Björn)
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