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Pricing of Derivatives on Mean-Reverting Assets
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Pricing of Derivatives on Mean-Reverting Assets - new book

ISBN: 9783642029097

The topic of this book is the development of pricing formulae for European style derivatives on assets with mean-reverting behavior, especially commodity derivatives. For this class of as… More...

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Pricing of Derivatives on Mean-Reverting Assets als eBook Download von Björn Lutz - Björn Lutz
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Pricing of Derivatives on Mean-Reverting Assets als eBook Download von Björn Lutz - new book

2010, ISBN: 9783642029097

Pricing of Derivatives on Mean-Reverting Assets:Lecture Notes in Economics and Mathematical Systems. Auflage 2010 Björn Lutz Pricing of Derivatives on Mean-Reverting Assets:Lecture Notes … More...

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Pricing of Derivatives on Mean-Reverting Assets - Björn Lutz
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Björn Lutz:
Pricing of Derivatives on Mean-Reverting Assets - new book

2009

ISBN: 9783642029097

eBooks, eBook Download (PDF), 2010, [PU: Springer Berlin], Springer Berlin, 2009

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Björn Lutz:
Pricing of Derivatives on Mean-Reverting Assets - First edition

2009, ISBN: 9783642029097

[ED: 1], Auflage, eBook Download (PDF), eBooks, [PU: Springer-Verlag]

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Björn Lutz:
Pricing of Derivatives on Mean-Reverting Assets - new book

2009, ISBN: 9783642029097

2010, eBook Download (PDF), eBooks, [PU: Springer Berlin]

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Pricing of Derivatives on Mean-Reverting Assets
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9783642029097

Details of the book - Pricing of Derivatives on Mean-Reverting Assets


EAN (ISBN-13): 9783642029097
ISBN (ISBN-10): 3642029094
Publishing year: 2009
Publisher: Springer Berlin
137 Pages
Language: eng/Englisch

Book in our database since 2010-05-16T04:55:14+01:00 (London)
Detail page last modified on 2023-08-25T19:08:23+01:00 (London)
ISBN/EAN: 9783642029097

ISBN - alternate spelling:
3-642-02909-4, 978-3-642-02909-7
Alternate spelling and related search-keywords:
Book author: lutz
Book title: derivatives pricing

Information from Publisher

Author: Björn Lutz
Title: Lecture Notes in Economics and Mathematical Systems; Pricing of Derivatives on Mean-Reverting Assets
Publisher: Springer; Springer Berlin
137 Pages
Publishing year: 2009-09-19
Berlin; Heidelberg; DE
Printed / Made in
Language: English
53,49 € (DE)
55,00 € (AT)
59,00 CHF (CH)
Available
XVIII, 137 p. 22 illus.

EA; E107; eBook; Nonbooks, PBS / Wirtschaft/Betriebswirtschaft; Finanzenwesen und Finanzindustrie; Verstehen; Derivative Pricing; Fourier Inversion; Incomplete Markets; Mean-Reversion; Numerical Integration of ODE Systems; Volatility; algorithms; quantitative finance; C; Finance, general; Macroeconomics/Monetary Economics//Financial Economics; Applications of Mathematics; Quantitative Finance; Financial Economics; Macroeconomics and Monetary Economics; Applications of Mathematics; Mathematics in Business, Economics and Finance; Economics and Finance; Makroökonomie; Angewandte Mathematik; Wirtschaftswissenschaft, Finanzen, Betriebswirtschaft und Management; BC

Mean Reversion in Commodity Prices.- Fundamentals of Derivative Pricing.- Stochastic Volatility Models.- Integration of Jump Components.- Stochastic Equilibrium Level of the Underlying Process.- Deterministic Seasonality Effects.- Conclusion.

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9783642029080 Pricing of Derivatives on Mean-Reverting Assets (Lecture Notes in Economics and Mathematical Systems, Band 630) (Lutz, Björn)

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