Hochschulschrift
Numerical methods for optimization in finance : optimized hedges for options and optimized options for hedging
- Standort
-
Deutsche Nationalbibliothek Frankfurt am Main
- Maße
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30 cm
- Umfang
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IV, 124 S.
- Sprache
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Englisch
- Anmerkungen
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graph. Darst.
Augsburg, Univ., Diss., 2012 und Paris, Univ. Pierre und Marie Curie, Diss., 2012 (Nicht für den Austausch)
- Schlagwort
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Finanzmathematik
Monte-Carlo-Simulation
Optionsgeschäft
Black-Scholes-Modell
Numerisches Verfahren
Finanzmathematik
Monte-Carlo-Simulation
Barrier options
Optimale Kontrolle
Black-Scholes-Modell
Numerisches Verfahren
- Urheber
- Inhaltsverzeichnis
- Rechteinformation
-
Bei diesem Objekt liegt nur das Inhaltsverzeichnis digital vor. Der Zugriff darauf ist unbeschränkt möglich.
- Letzte Aktualisierung
-
11.06.2025, 14:26 MESZ
Datenpartner
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Objekttyp
- Hochschulschrift
Beteiligte
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