Pricing of bond options : unspanned stochastic volatility and random field models
Detlef Repplinger
| Year of publication: |
2008
|
|---|---|
| Authors: | Repplinger, Detlef |
| Publisher: |
Berlin [u.a.] : Springer |
| Subject: | Anleihe | Optionspreis | Preisbildung | Volatilität | Stochastisches Modell |
| Description of contents: | Table of Contents [digitool.hbz-nrw.de] ; Description [digitool.hbz-nrw.de] |
| Extent: | X, 137 S. : graph. Darst. |
|---|---|
| Series: | Lecture notes in economics and mathematical systems : operations research, computer science, social science. - Berlin ; Heidelberg [u.a.] : Springer, ISSN 0075-8442. - Vol. 615 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Dissertation u.a. Prüfungsschriften |
| Language: | English |
| Thesis: | Zugl.: Tübingen, Diss., Univ., 2008 u.d.T.: Repplinger, Detlef: Option pricing of fixed income derivatives with random fields and unspanned stochastic volatility |
| ISBN: | 978-3-540-70721-9 |
| Classification: | Investition, Finanzierung ; Methoden und Techniken der Betriebswirtschaft ; Wahrscheinlichkeitsrechnung |
| Source: |
Persistent link: https://www.econbiz.de/10004936011