Hochschulschrift
Option pricing under time-varying risk aversion with applications to risk forecasting
- Standort
-
Deutsche Nationalbibliothek Frankfurt am Main
- Umfang
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Online-Ressource
- Sprache
-
Englisch
- Anmerkungen
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Ulm, Universität Ulm, Diss., 2013
- Klassifikation
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Wirtschaft
- Schlagwort
-
Indexderivat
Risikoprämie
Prognoseverfahren
Risikoaversion
Anlageverhalten
Zustandsraummodell
Varianzanalyse
Optionspreistheorie
Index-Partizipationsschein
Risikoprämie
Prognoseverfahren
Risikoaversion
Anlageverhalten
Ökonometrisches Modell
Varianzanalyse
Optionspreistheorie
Risikoaversion
- Ereignis
-
Veröffentlichung
- (wo)
-
Ulm
- (wer)
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Universität Ulm. Fakultät für Mathematik und Wirtschaftswissenschaften
- (wann)
-
2013
- Urheber
-
Rahe, Florentin
- URN
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urn:nbn:de:bsz:289-vts-85538
- Rechteinformation
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Letzte Aktualisierung
-
25.03.2025, 13:46 MEZ
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Objekttyp
- Hochschulschrift
Beteiligte
- Rahe, Florentin
- Universität Ulm. Fakultät für Mathematik und Wirtschaftswissenschaften
Entstanden
- 2013
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