Rational hedging and valuation with utility-based preferences
vorgelegt von Dirk Becherer
| Year of publication: |
2001 ; [Elektronische Ressource]
|
|---|---|
| Other Persons: | Becherer, Dirk (contributor) |
| Subject: | Portfolio-Management | Portfolio selection | Optionspreistheorie | Option pricing theory | Hedging | Erwartungsnutzen | Expected utility | Dynamische Optimierung | Dynamic programming | Stochastischer Prozess | Stochastic process | Analysis | Mathematical analysis | Theorie | Theory | Stochastische Analysis | Finanzmathematik |
| Extent: | Online-Ressource, VI, 148 p., text 30 cm |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Thesis ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Thesis: | Berlin, Techn. Univ., Diss., 2001 |
| Notes: | Zsfassung in engl. Sprache Zsfassung in dt. Sprache Systemvoraussetzungen: Acrobat reader |
| Classification: | Wahrscheinlichkeitsrechnung ; Mathematische Statistik |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001639701