Mean-variance hedging in the presence of additionally observed market prices
Frank Thierbach
| Year of publication: |
2003 ; 1. Aufl.
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| Authors: | Thierbach, Frank |
| Publisher: |
Aachen : Shaker |
| Subject: | mean variance approach | Hedging | Optionspreistheorie | Option pricing theory | Portfolio-Management | Portfolio selection | Theorie | Theory | Unvollkommener Kapitalmarkt |
| Description of contents: | Table of Contents [gbv.de] |
| Extent: | III, 131 S graph. Darst 210 mm x 148 mm, 209 gr. |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Thesis |
| Language: | English ; German |
| Thesis: | Zugl.: Bonn, Univ., Diss., 2003 |
| Notes: | EUR 39.80, EUR AT 39.80, CHF 79.60 |
| ISBN: | 3-8322-1893-9 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001785090