Efficient pricing algorithms for exotic derivatives
door Roger Lord
| Alternative title: | Efficie͏̈nte waarderingsalgoritmen voor exotische derivaten |
|---|---|
| Year of publication: |
2008
|
| Authors: | Lord, Roger |
| Publisher: |
[Amsterdam] : Thela Thesis |
| Subject: | Optionspreistheorie | Option pricing theory | Volatilität | Volatility | Derivat | Derivative | Stochastischer Prozess | Stochastic process | Algorithmus | Algorithm | Theorie | Theory | Stochastische Volatilität | Stochastic volatility |
| Description of contents: | Table of Contents [gbv.de] |
| Extent: | 208 S. graph. Darst. |
|---|---|
| Series: | Tinbergen Institute research series. - Rotterdam : Rozenberg, ZDB-ID 1161359-2. - Vol. 437 |
| Conferences: | Efficie͏̈nte waarderingsalgoritmen voor exotische derivaten |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Graue Literatur ; Non-commercial literature ; Thesis |
| Language: | English |
| Thesis: | Zugl.: Rotterdam, Erasmus Univ., Diss., 2008 |
| Notes: | Zsfassung in niederl. Sprache |
| ISBN: | 978-90-5170-909-4 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003775897