Volatility markets : consistent modeling, hedging and practical implementation
vorgelegt von Hans Bühler
| Year of publication: |
2006
|
|---|---|
| Authors: | Bühler, Hans |
| Subject: | variance curve model | Börsenkurs | Share price | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Hedging | Swap | Theorie | Theory | Finanzmathematik |
| Extent: | Online-Ressource (PDF-Datei: 164 S., 1803 KB) |
|---|---|
| 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., 2006 |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| Classification: | Investition, Finanzierung ; Angewandte Mathematik |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003372033