Numerical methods for optimization in finance : optimized hedges for options and optimized options for hedging
vorgelegt von Tobias Lipp
| Year of publication: |
2013
|
|---|---|
| Authors: | Lipp, Tobias |
| Subject: | Finanzmathematik | Mathematical finance | Monte-Carlo-Simulation | Monte Carlo simulation | Optionsgeschäft | Option trading | Black-Scholes-Modell | Black-Scholes model | Numerisches Verfahren | Numerical analysis | Barrier options | Optimale Kontrolle |
freely available
| Extent: | Online-Ressource (IV, 124 S.) graph. Darst. |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Thesis |
| Language: | English |
| Thesis: | Paris, Univ. Pierre und Marie Curie, Diss., 2013 |
| Notes: | Zsfassung in franz. und dt. Sprache Systemvoraussetzung: Acrobat Reader |
| Classification: | Investition, Finanzierung ; Angewandte Mathematik |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010203082