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Bewertung von Optionen auf unvollständigen Märkten

Bewertung von Optionen auf unvollständigen Märkten

Sven Husmann

85,56 €
IVA incluido
Disponible
Editorial:
Springer Nature B.V.
Año de edición:
2002
Materia
Economía
ISBN:
9783824475889
85,56 €
IVA incluido
Disponible

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Sven Husmann analysiert die Gleichgewichtspreise von Optionen im Rahmen des Capital Asset Pricing Model (CAPM) und des Time State Preference Model (TSPM) und zeigt auf, wie und warum sich die aus den beiden Konzepten resultierenden Optionspreise voneinander unterscheiden.

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