How option replicating portfolio insurance works : expanded details
by Thomas J. O'Brien
| Year of publication: |
1988
|
|---|---|
| Authors: | O'Brien, Thomas J. |
| Publisher: |
New York, NY : Salomon Brothers Center for the Study of Financial Inst. [u.a.] |
| Subject: | Portfolio-Management | Portfolio selection | Optionspreistheorie | Option pricing theory | Hedging |
| Extent: | 37 S. |
|---|---|
| Series: | Monograph series in finance and economics. - New York, NY : Univ., ISSN 0276-2021, ZDB-ID 782914-0. - Vol. 1988,4 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Literaturverz. S. 34 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013383793