Jumps and uncertainties in financial markets : applications of Lévy processes and implied volatilities
Johannes Stadler
| Year of publication: |
2017
|
|---|---|
| Authors: | Stadler, Johannes |
| Institutions: | Verlag Dr. Kovač (publisher) |
| Publisher: |
Hamburg : Verlag Dr. Kovač |
| Subject: | Finanzmarktökonometrie | Financial econometrics | Levy-Prozess | Levy process | Optionspreistheorie | Option pricing theory | Indexderivat | Index derivative | Theorie | Theory | Schätzung | Estimation | USA | United States | Kreditmarkt | Volatilität | Unsicherheit | Lévy-Prozess | 2009-2013 |
| Description of contents: | Table of Contents [d-nb.info] ; Description [verlagdrkovac.de] ; Description [swbplus.bsz-bw.de] |
| Extent: | XI, 145 Seiten Illustrationen 21 cm x 14.8 cm, 220 g |
|---|---|
| Series: | Schriftenreihe Finanzmanagement. - Hamburg : Kovač, ISSN 1439-5266, ZDB-ID 2114385-7. - Vol. Band 122 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Thesis |
| Language: | English |
| Thesis: | Dissertation, Universität Augsburg, 2016 |
| ISBN: | 3-8300-9489-2 ; 978-3-8300-9489-0 |
| Classification: | Geld, Inflation, Kapitalmarkt |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011638660