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subject:"Mathematical finance"
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Search: subject_exact:"Levy-Prozess"
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Mathematical finance
Levy process
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Levy-Prozess
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Theorie
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Theory
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Lévy-Prozess
20
Option pricing theory
19
Optionspreistheorie
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Stochastic process
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Stochastischer Prozess
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Credit derivative
7
Kreditderivat
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Index derivative
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Indexderivat
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Portfolio selection
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Portfolio-Management
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Ausreißer
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Financial crisis
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Finanzkrise
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Outliers
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Risikoprämie
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Risk premium
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Volatilität
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Derivat
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Derivative
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Modellierung
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Risikoaversion
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Risk aversion
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Scientific modelling
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CAPM
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Finanzmathematik
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Hedging
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Investitionsrisiko
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Investment risk
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Kreditrisiko
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Nachhaltigkeit
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Option trading
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Optionsgeschäft
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Preismodell
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Risikomanagement
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Savings
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English
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Müller, Wolf
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Schoutens, Wim
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Wiley series in probability and statistics
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Lévy-type models for asset returns
Müller, Wolf
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2005
Persistent link: https://www.econbiz.de/10003191616
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Lévy processes in finance : pricing financial derivatives
Schoutens, Wim
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2003
Persistent link: https://www.econbiz.de/10001728004
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