Option hedging : dynamic and static replication of standard and barrier options, and risk management of options on more accurate sensitivities to improve edge capture ratios
Francesco Adiliberti
| Year of publication: |
2001
|
|---|---|
| Authors: | Adiliberti, Francesco |
| Publisher: |
Bern : Haupt |
| Subject: | Optionspreistheorie | Option pricing theory | Hedging | Risiko | Risk | Theorie | Theory |
| Description of contents: | Table of Contents [gbv.de] |
| Extent: | XXVI, 337 S graph. Darst 23 cm |
|---|---|
| Series: | Bank- und finanzwirtschaftliche Forschungen. - Bern : Haupt, ZDB-ID 1226056-3. - Vol. Bd. 321 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Bibliografie enthalten ; Bibliography included ; Thesis |
| Language: | English |
| Thesis: | Zugl.: Zürich, Univ., Diss., 2000 |
| Notes: | kart. : DM 76.00, S 555.00, sfr 68.00 |
| ISBN: | 3-258-06273-0 |
| Classification: | Mikroökonomie |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001520240