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Market-Conform Valuation of Options
1. 1 The Area of Research In this thesis, we will investigate the 'market-conform' pricing of newly issued contingent claims. A contingent claim is a derivative whose value at any settlement date is determined by the value of one or more other underlying assets, e. g. , forwards, futures,...
| Call Number: | Libro Electrónico |
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| Main Author: | |
| Corporate Author: | |
| Format: | Electronic eBook |
| Language: | Inglés |
| Published: |
Berlin, Heidelberg :
Springer Berlin Heidelberg : Imprint: Springer,
2006.
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| Edition: | 1st ed. 2006. |
| Series: | Lecture Notes in Economics and Mathematical Systems,
571 |
| Subjects: | |
| Online Access: | Texto Completo |