Algorithmic optimization and its application in finance
vorgelegt von Kujtim Avdiu ; Betreuer: Stefan Mittnik
| Year of publication: |
2021
|
|---|---|
| Authors: | Avdiu, Kujtim |
| Other Persons: | Mittnik, Stefan (degree supervisor) |
| Publisher: |
München : Universitätsbibliothek der Ludwig-Maximilians-Universität |
| Subject: | Market Liquidity | Heston model | Geometric Brownian motion | Calibration | Optimization techniques | Compound Poisson process | Inverse transformation sampling | Pricing | Structured products | ETF tracking | Fuel price | Fuel consumption | Inflation | American call option | Binomial option pricing | Optionspreistheorie | Option pricing theory | Stochastischer Prozess | Stochastic process | Derivat | Derivative | Marktliquidität | Market liquidity | Volatilität | Volatility |
freely available
| Extent: | 1 Online-Ressource (circa 138 Seiten) Illustrationen |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Thesis: | Dissertation, Ludwig-Maximilians-Universität, 2021 |
| Other identifiers: | 10.5282/edoc.28299 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013337406