Inicio > Literatura y estudios literarios > Obras de teatro, textos teatrales > Marktgerechte Bewertung von Optionen
Marktgerechte Bewertung von Optionen

Marktgerechte Bewertung von Optionen

Bernhard Brunner

84,41 €
IVA incluido
Disponible
Editorial:
Springer Nature B.V.
Año de edición:
2004
Materia
Obras de teatro, textos teatrales
ISBN:
9783824480708
84,41 €
IVA incluido
Disponible

Selecciona una librería:

  • Librería Samer Atenea
  • Kálamo Books
  • Librería Elías (Asturias)
  • Librería Kolima (Madrid)
  • Librería Proteo (Málaga)
Sobre IBD

Bernhard Brunner entwickelt ein Konzept zur arbitragefreien und marktgerechten Optionsbewertung, ohne dabei aufwändige numerische Verfahren anzuwenden. Hierzu leitet er aus den Transaktionspreisen liquider Standardoptionen ein implizites äquivalentes Martingalmaß ab.

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