Arbitrage Pricing Simplified
Year of publication: |
2003-11-20
|
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Authors: | Kallio, Markku ; Ziemba, William T. |
Institutions: | Institut für Schweizerisches Bankwesen <Zürich> ; National Centre of Competence in Research North South <Bern> |
Subject: | Unvollkommener Markt | Incomplete markets | Arbitrage-Pricing-Theorie | Arbitrage-Pricing-theory | Optionspreis | option pricing |
Extent: | 24 p. application/pdf |
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Series: | Working Paper ; No. 128 (2003) |
Type of publication: | Book / Working Paper |
Language: | English |
Classification: | Financial theory ; Individual Working Papers, Preprints ; No country specification |
Source: | USB Cologne (business full texts) |
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