Pricing of bond options : unspanned stochastic volatility and random field models
Detlef Repplinger
| Alternative title: | Option pricing of fixed income derivatives with random fields and unspanned stochastic volatility |
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| Year of publication: |
2008
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| Authors: | Repplinger, Detlef |
| Publisher: |
Berlin : Springer |
| Subject: | Integrated Edgeworth Expansion | Fractional Fourier Transform | Anleihe | Bond | Optionsgeschäft | Option trading | Zinsstruktur | Yield curve | Börsenkurs | Share price | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Nichtlineare Regression | Nonlinear regression | Regressionsanalyse | Regression analysis | Theorie | Theory | Optionspreis | Preisbildung | Stochastisches Modell |
| Description of contents: | Table of Contents [swbplus.bsz-bw.de] ; Table of Contents [gbv.de] ; Table of Contents [digitale-objekte.hbz-nrw.de] ; Description [swbplus.bsz-bw.de] ; Description [swbplus.bsz-bw.de] ; Description [bvbr.bib-bvb.de] ; Description [zbmath.org] |
| Extent: | X, 137 S. graph. Darst. |
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| Series: | Lecture notes in economics and mathematical systems : LNEMS. - Cham : Springer, ISSN 0075-8442, ZDB-ID 121369-6. - Vol. 615 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift |
| Language: | English |
| Thesis: | Zugl.: Tübingen, Univ., Diss., 2008 u.d.T.: Repplinger, Detlef: Option pricing of fixed income derivatives with random fields and unspanned stochastic volatility |
| Notes: | Literaturverz. S. 131 - 134 |
| ISBN: | 978-3-540-70721-9 ; 978-3-540-70729-5 |
| Classification: | Methoden und Techniken der Betriebswirtschaft ; Wahrscheinlichkeitsrechnung ; Numerische Mathematik ; Harmonische Analyse ; Geld, Inflation, Kapitalmarkt ; Investition, Finanzierung |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013278100