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Optionsbewertung in Theorie Und Praxis

Optionsbewertung in Theorie Und Praxis

Andreas Merk

106,16 €
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Editorial:
Springer Nature B.V.
Año de edición:
2011
Materia
Finanzas
ISBN:
9783834925435
106,16 €
IVA incluido
Disponible

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Sobre IBD

Das Black/Scholes-Modell ist das weltweit dominierende Modell zur Bewertung finanzwirtschaftlicher Optionen. Andreas Merk überprüft zentrale Annahmen des Modells und wertet Preisabweichungen aus, die sich zwischen dem Modell und den Transaktionsdaten für die DAX-Option ergeben.

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