Overview
Part of the book series: Lecture Notes in Economics and Mathematical Systems (LNE, volume 571)
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Table of contents (5 chapters)
Keywords
About this book
Reviews
From the reviews:
"This book is the author’s doctoral thesis. It is for students and professionals in option pricing and related topics. The focus of this book lays on the development of new approaches of market-conform valuation of derivatives. The new approaches are demonstrated by some examples." (Klaus Ehemann, Zentralblatt MATH, Vol. 1116 (18), 2007)
Authors and Affiliations
Bibliographic Information
Book Title: Market-Conform Valuation of Options
Authors: Tobias Herwig
Series Title: Lecture Notes in Economics and Mathematical Systems
DOI: https://doi.org/10.1007/3-540-30838-5
Publisher: Springer Berlin, Heidelberg
eBook Packages: Business and Economics, Economics and Finance (R0)
Copyright Information: Springer-Verlag Berlin Heidelberg 2006
Softcover ISBN: 978-3-540-30837-9Published: 17 January 2006
eBook ISBN: 978-3-540-30838-6Published: 12 March 2006
Series ISSN: 0075-8442
Series E-ISSN: 2196-9957
Edition Number: 1
Number of Pages: VIII, 106
Number of Illustrations: 10 b/w illustrations
Topics: Finance, general, Macroeconomics/Monetary Economics//Financial Economics, Quantitative Finance