Strategien zur Absicherung ungewisser Verpflichtungen mit Transaktionskosten im Binomialmodell
von Dirk C. Wehrmann
| Year of publication: |
1998
|
|---|---|
| Authors: | Wehrmann, Dirk C. |
| Publisher: |
Karlsruhe : VVW |
| Subject: | Optionspreistheorie | Option pricing theory | Black-Scholes-Modell | Black-Scholes model | Transaktionskosten | Transaction costs | Stochastischer Prozess | Stochastic process | Hedging | Risikomanagement | Risk management | Risikomodell | Risk model | Theorie | Theory | Derivat <Wertpapier> | Bewertung | Binomialverteilung |
| Description of contents: | Table of Contents [gbv.de] |
| Extent: | X, 159 S graph. Darst 21 cm |
|---|---|
| Series: | Karlsruher Reihe ; 4 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Thesis |
| Language: | German |
| Thesis: | Zugl.: Karlsruhe, Univ., Diss., 1998 |
| ISBN: | 3-88487-736-4 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000676156