Inicio > Literatura y estudios literarios > Obras de teatro, textos teatrales > Optionsbewertung und Risikomanagement unter gemischten Verteilungen
Optionsbewertung und Risikomanagement unter gemischten Verteilungen

Optionsbewertung und Risikomanagement unter gemischten Verteilungen

Sascha Wilkens

108,05 €
IVA incluido
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Editorial:
Springer Nature B.V.
Año de edición:
2003
Materia
Obras de teatro, textos teatrales
ISBN:
9783824479283
108,05 €
IVA incluido
Disponible

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Sobre IBD

Sascha Wilkens analysiert die Eignung endlicher Mischungen von Verteilungen für Zwecke der Optionsbewertung und geht dabei u.a. auch auf wichtige Implikationen für das Risikomanagement ein. Die Mischungsmodelle werden anhand einer Datenbasis aus mehrjährigen Transaktionsdaten von DAX-, DAX-Aktien- und Euro-Bund-Future-Optionen empirisch untersucht.

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