Option hedging : dynamic and static replication of standard and barrier options, and risk management of options on more accurate sensitivities to improve edge capture ratios
Francesco Adiliberti
| Year of publication: |
2001
|
|---|---|
| Authors: | Adiliberti, Francesco |
| Publisher: |
Bern [u.a.] : Haupt |
| Subject: | Optionspreistheorie | Hedging |
| Description of contents: | Table of Contents [digitool.hbz-nrw.de] |
| Extent: | XXVI, 337 S. : graph. Darst. |
|---|---|
| Series: | Bank- und finanzwirtschaftliche Forschungen. - Bern ; Stuttgart ; Wien : Haupt. - Vol. 321 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Dissertation u.a. Prüfungsschriften |
| Language: | English |
| Thesis: | Zugl.: Zürich, Univ., Diss., 2000 |
| ISBN: | 3-258-06273-0 |
| Classification: | Investition, Finanzierung ; Geld, Inflation, Kapitalmarkt |
| Source: |
Persistent link: https://www.econbiz.de/10004767104