Uncertain volatility models : theory and application
Robert Buff
| Year of publication: |
2002
|
|---|---|
| Authors: | Buff, Robert |
| Publisher: |
Berlin : Springer |
| Subject: | Optionspreistheorie | Option pricing theory | Black-Scholes-Modell | Black-Scholes model | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | PC-Software | PC software | Theorie | Theory | Nichtlineare Dynamik | Nonlinear dynamics | Derivat <Wertpapier> | Optionspreis | C++ | Kreditmarkt | Risikoanalyse | Mathematisches Modell |
| Description of contents: | Table of Contents [swbplus.bsz-bw.de] ; Description [swbplus.bsz-bw.de] ; Description [swbplus.bsz-bw.de] ; Description [zbmath.org] ; Description [loc.gov] |
Erscheint auch als (Online-Ausgabe):
Buff, Robert *1969-*. Uncertain Volatility Models — Theory and Application. - Berlin : Springer-Verlag, 2002. - Online-Ressource (XII, 244p, online resource)
Persistent link: https://www.econbiz.de/10001647305