The Black & Scholes formula and resulting advancements : derivation and interpretation with special focus on the validity of the underlying assumptions
Clemens C. Jäger; Christoph F. Böckhaus
| Year of publication: |
2011
|
|---|---|
| Authors: | Jäger, Clemens C. ; Böckhaus, Christoph F. |
| Publisher: |
Aachen : Shaker-Verl. |
| Subject: | Black-Scholes-Modell | Black-Scholes model | Optionspreistheorie | Option pricing theory | Theorie | Theory |
| Description of contents: | Table of Contents [d-nb.info] |
| Extent: | XII, 126 S. graph. Darst. 21 cm |
|---|---|
| Series: | Wirtschaftswissenschaftliches Forum der FOM. - Düren : Shaker Verlag, ISSN 2192-7855, ZDB-ID 2640674-3. - Vol. 1 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Literaturangaben |
| ISBN: | 978-3-8440-0457-1 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009509408