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Pricing of Derivatives on Mean-Reverting Assets

Pricing of Derivatives on Mean-Reverting Assets

Björn Lutz

66,92 €
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Editorial:
Springer Nature B.V.
Año de edición:
2009
Materia
Finanzas
ISBN:
9783642029080
66,92 €
IVA incluido
Disponible

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Sobre IBD

Mean Reversion in Commodity Prices.- Fundamentals of Derivative Pricing.- Stochastic Volatility Models.- Integration of Jump Components.- Stochastic Equilibrium Level of the Underlying Process.- Deterministic Seasonality Effects.- Conclusion.

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