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… Altro …
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 assets, convenience yield effects lead to mean-reversion under the risk-neutral measure. Mean-reversion in the log-price process is combined with other stochastic factors such as stochastic volatility, jumps in the underlying and the price process and a stochastic target level as well as with deterministic seasonality effects. Another focus is on numerical algorithms to calculate the Fourier integral as well as to integrate systems of ordinary differential equations., Springer<
Springer.com
Nr. 978-3-642-02909-7. Costi di spedizione:Worldwide free shipping, , DE. (EUR 0.00) Details...
(*) Libro esaurito significa che il libro non è attualmente disponibile in una qualsiasi delle piattaforme associate che di ricerca.
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 … Altro …
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 in Economics and Mathematical Systems. Auflage 2010 Björn Lutz eBooks > Wirtschaft, Springer Berlin Heidelberg<
Hugendubel.de
No. 13936232. Costi di spedizione:Zzgl. Versandkosten. (EUR 0.00) Details...
(*) Libro esaurito significa che il libro non è attualmente disponibile in una qualsiasi delle piattaforme associate che di ricerca.
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… Altro …
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 assets, convenience yield effects lead to mean-reversion under the risk-neutral measure. Mean-reversion in the log-price process is combined with other stochastic factors such as stochastic volatility, jumps in the underlying and the price process and a stochastic target level as well as with deterministic seasonality effects. Another focus is on numerical algorithms to calculate the Fourier integral as well as to integrate systems of ordinary differential equations., Springer<
Nr. 978-3-642-02909-7. Costi di spedizione:Worldwide free shipping, , DE. (EUR 0.00)
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 … Altro …
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 in Economics and Mathematical Systems. Auflage 2010 Björn Lutz eBooks > Wirtschaft, Springer Berlin Heidelberg<
- No. 13936232. Costi di spedizione:Zzgl. Versandkosten. (EUR 0.00)
1Poiché alcune piattaforme non trasmettono le condizioni di spedizione e queste possono dipendere dal paese di consegna, dal prezzo di acquisto, dal peso e dalle dimensioni dell'articolo, dall'eventuale iscrizione alla piattaforma, dalla consegna diretta da parte della piattaforma o tramite un fornitore terzo (Marketplace), ecc. è possibile che le spese di spedizione indicate da eurolibro non corrispondano a quelle della piattaforma offerente.
Dati bibliografici del miglior libro corrispondente
Informazioni dettagliate del libro - Pricing of Derivatives on Mean-Reverting Assets
EAN (ISBN-13): 9783642029097 ISBN (ISBN-10): 3642029094 Anno di pubblicazione: 2009 Editore: Springer Berlin 137 Pagine Lingua: eng/Englisch
Libro nella banca dati dal 2010-05-16T05:55:14+02:00 (Zurich) Pagina di dettaglio ultima modifica in 2023-08-25T20:08:23+02:00 (Zurich) ISBN/EAN: 9783642029097
ISBN - Stili di scrittura alternativi: 3-642-02909-4, 978-3-642-02909-7 Stili di scrittura alternativi e concetti di ricerca simili: Autore del libro : lutz Titolo del libro: derivatives pricing
Altri libri che potrebbero essere simili a questo:
