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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,...
| Cote: | Libro Electrónico |
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| Collectivité auteur: | |
| Format: | Électronique eBook |
| Langue: | Inglés |
| Publié: |
Berlin, Heidelberg :
Springer Berlin Heidelberg : Imprint: Springer,
2006.
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| Édition: | 1st ed. 2006. |
| Collection: | Lecture Notes in Economics and Mathematical Systems,
571 |
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| Accès en ligne: | Texto Completo |