Deutscher Universitatsverlag
Bewertung Von Optionen Unter Der Coherent Market Hypothesis (English, Jochen Veith | Prof Dr -Ing Rainer Schöbel)
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Product Description
About the Book
Auf der Basis einer neuen dynamischen Interpretation der Coherent Market Hypothesis entwickelt Jochen Veith zwei Modellvarianten zur Bewertung derivativer Wertpapiere: ein allgemeines Gleichgewichtsmodell mit endogener Bestimmung des lokal risikolosen Zinsprozesses sowie ein partielles Gleichgewichtsmodell mit exogenem Zinssatz.
ISBN: 9783835004191
Book Specifications
| ISBN-13 | 9783835004191 |
| ISBN-10 | 3835004190 |
| Publisher | Deutscher Universitatsverlag |
| Category | Deutscher Universitatsverlag |
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