Optionsbewertung und Risikomessung mit impliziten Binomialbäumen
Marco Neumann
| Year of publication: |
1999
|
|---|---|
| Authors: | Neumann, Marco |
| Publisher: |
Wiesbaden : Dt. Univ.-Verl. [u.a.] Wiesbaden : Gabler |
| Subject: | Optionspreistheorie | Option pricing theory | Risiko | Risk | Schätzung | Estimation | Index-Futures | Index futures | Theorie | Theory | Deutschland | Germany | Statistische Verteilung | Statistical distribution | Risikomaß | Risk measure | Varianzanalyse | Analysis of variance | Value at Risk | Binomialverteilung |
| Description of contents: | Table of Contents [gbv.de] ; Description [swbplus.bsz-bw.de] |
| Extent: | XV, 219 S graph. Darst 21 cm |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Bibliografie enthalten ; Bibliography included ; Thesis |
| Language: | German |
| Thesis: | Zugl.: Karlsruhe, Univ., Diss., 1999 |
| Notes: | Literaturangaben |
| ISBN: | 3-8244-6963-4 |
| Classification: | Investition, Finanzierung ; Geld, Inflation, Kapitalmarkt |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001374429