Projections of the stochastic discount factor and optimal volatility derivatives
Artem Dyachenko
| Year of publication: |
2019
|
|---|---|
| Authors: | Dyachenko, Artem |
| Institutions: | Universität Trier (degree granting) |
| Publisher: |
Trier |
| Subject: | Derivat | Derivative | Diskontierung | Discounting | Stochastischer Prozess | Stochastic process | Strukturiertes Produkt | Structured product | Stochastische Volatilität | Stochastic volatility | Black-Scholes-Modell | Black-Scholes model | Theorie | Theory | Derivat <Wertpapier> | Risikomanagement | Kapitalmarkttheorie |
| Description of contents: | Table of Contents [gbv.de] |
| Extent: | 81 Blätter Diagramme |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Thesis: | Dissertation, Universität Trier, 2019 |
| Classification: | Geld, Inflation, Kapitalmarkt |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012416803