Stochastic Taylor expansions and saddlepoint approximations for risk management
by Michael Studer
| Year of publication: |
2001 ; [Elektronische Ressource]
|
|---|---|
| Other Persons: | Studer, Michael (contributor) |
| Publisher: |
Zürich : ETH |
| Subject: | Risikomanagement | Risk management | Portfolio-Management | Portfolio selection | Black-Scholes-Modell | Black-Scholes model | Statistische Methode | Statistical method | Stochastischer Prozess | Stochastic process | Theorie | Theory | Risikomaß | Risk measure | Statistische Verteilung | Statistical distribution |
freely available
| Extent: | Online-Ressource, XIII, 139 p., text ill |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Thesis ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Thesis: | Zürich, Univ., Diss., 2001 |
| Notes: | Zsfassung in dt. Sprache Systemvoraussetzungen: Acrobat reader |
| Other identifiers: | 10.3929/ethz-a-004232555 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001674056