Quantitative modeling of derivative securities : from theory to practice
Marco Avellaneda. In collab. with Peter Laurence
| Year of publication: |
2000
|
|---|---|
| Authors: | Avellaneda, Marco |
| Other Persons: | Laurence, Peter (contributor) |
| Publisher: |
Boca Raton, Fla. [u.a.] : Chapman & Hall/CRC |
| Subject: | Derivat | Derivative | Arbitrage Pricing | Arbitrage pricing | Optionspreistheorie | Option pricing theory | Black-Scholes-Modell | Black-Scholes model | Zinsstruktur | Yield curve | Theorie | Theory | Derivat <Wertpapier> | Exotic options |
| Description of contents: | Table of Contents [gbv.de] ; Description [zbmath.org] ; Description [loc.gov] |
| Extent: | XII, 322 S graph. Darst 26 cm |
|---|---|
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Includes bibliographical references and index Literaturverz. S. 312 |
| ISBN: | 1-58488-031-7 |
| Classification: | Geld, Inflation, Kapitalmarkt ; Investition, Finanzierung |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001403079