Uncertain volatility models : theory and application
Robert Buff
| Year of publication: |
2002
|
|---|---|
| Authors: | Buff, Robert |
| Publisher: |
Berlin : Springer |
| Subject: | Optionspreistheorie | Option pricing theory | Black-Scholes-Modell | Black-Scholes model | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | PC-Software | PC software | Theorie | Theory | Nichtlineare Dynamik | Nonlinear dynamics | Derivat <Wertpapier> | Optionspreis | C++ | Kreditmarkt | Risikoanalyse | Mathematisches Modell |
| Description of contents: | Table of Contents [swbplus.bsz-bw.de] ; Description [swbplus.bsz-bw.de] ; Description [swbplus.bsz-bw.de] ; Description [zbmath.org] ; Description [loc.gov] |
| Extent: | XI, 243 S. graph. Darst. 1 CD-ROM (12 cm) 24 cm |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | CD-ROM, DVD |
| Language: | English |
| Notes: | Literaturverz. S. [233] - 236 pbk ; : £33.00 |
| ISBN: | 3-540-42657-4 |
| Classification: | Investition, Finanzierung |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001647305