Grundlagen der Bewertung von Optionen und Optionsscheinen : Darstellung und Anwendung der Modelle von Boness, Black-Scholes, Galai-Schneller und Schulz-Trautmann-Fischer
- Location
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Deutsche Nationalbibliothek Frankfurt am Main
- ISBN
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9783409148016
3409148019
- Dimensions
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21 cm
- Extent
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207 S.
- Language
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Deutsch
- Notes
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graph. Darst.
Literaturverz. S. 205 - 207
- Bibliographic citation
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Oikos ; Bd. 31
- Keyword
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Optionsgeschäft
Optionspreis
Preisbildung
Optionsschein
Bewertung
- Table of contents
- Rights
-
Bei diesem Objekt liegt nur das Inhaltsverzeichnis digital vor. Der Zugriff darauf ist unbeschränkt möglich.
- Last update
-
11.06.2025, 2:02 PM CEST
Data provider
This object is provided by:
Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Associated
- Kohler, Hans-Peter
- Gabler
Time of origin
- 1992
Other Objects (12)
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The genesis of the Black-Scholes option pricing formula
The genesis of the Black-Scholes option pricing formula
Option Prices with Stochastic Interest Rates: Black/Scholes and Ho/Lee unified
Option prices with stochastic interest rates - Black, Scholes and Ho, Lee unified
Option prices as probabilities : a new look at generalized black-scholes formulae
Robust option replication for a Black-Scholes model extended with nondeterministic trends
Generalized multinomial CRR option pricing model and its Black-Scholes type limit
Quanto pricing beyond Black-Scholes
Portfolio insurance and volatility : on the robustness of the Black-Scholes option pricing model
Parameter estimation for time-fractional Black-Scholes equation with S &P 500 index option
On the solution of two-dimensional fractional Black–Scholes equation for European put option
Schnelle numerische Verfahren zur Bewertung von europäischen Optionen in erweiterten Black-Scholes-Marktmodellen
The genesis of the Black-Scholes option pricing formula
The genesis of the Black-Scholes option pricing formula
Option Prices with Stochastic Interest Rates: Black/Scholes and Ho/Lee unified
Option prices with stochastic interest rates - Black, Scholes and Ho, Lee unified
Option prices as probabilities : a new look at generalized black-scholes formulae
Robust option replication for a Black-Scholes model extended with nondeterministic trends
Generalized multinomial CRR option pricing model and its Black-Scholes type limit
Quanto pricing beyond Black-Scholes
Portfolio insurance and volatility : on the robustness of the Black-Scholes option pricing model
Parameter estimation for time-fractional Black-Scholes equation with S &P 500 index option
On the solution of two-dimensional fractional Black–Scholes equation for European put option
Schnelle numerische Verfahren zur Bewertung von europäischen Optionen in erweiterten Black-Scholes-Marktmodellen
The genesis of the Black-Scholes option pricing formula
The genesis of the Black-Scholes option pricing formula
Option Prices with Stochastic Interest Rates: Black/Scholes and Ho/Lee unified
Option prices with stochastic interest rates - Black, Scholes and Ho, Lee unified
Option prices as probabilities : a new look at generalized black-scholes formulae
Robust option replication for a Black-Scholes model extended with nondeterministic trends
Generalized multinomial CRR option pricing model and its Black-Scholes type limit
Quanto pricing beyond Black-Scholes
Portfolio insurance and volatility : on the robustness of the Black-Scholes option pricing model
Parameter estimation for time-fractional Black-Scholes equation with S &P 500 index option