Portfolio insurance and volatility : on the robustness of the Black-Scholes option pricing model
- Location
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Deutsche Nationalbibliothek Frankfurt am Main
- Dimensions
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30 cm
- Extent
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II, 38 S.
- Language
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Deutsch
- Notes
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graph. Darst.
- Bibliographic citation
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Discussion paper / B / Sonderforschungsbereich Information und die Koordination Wirtschaftlicher Aktivitäten ; No. 256, B / Projektbereich B
- Keyword
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Capital-Asset-Pricing-Modell
Portfolio Selection
Hedging
Theorie
- Event
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Veröffentlichung
- (where)
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Bonn
- (who)
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Sonderforschungsbereich 303
- (when)
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1993
- Creator
- Table of contents
- Rights
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Bei diesem Objekt liegt nur das Inhaltsverzeichnis digital vor. Der Zugriff darauf ist unbeschränkt möglich.
- Last update
-
11.06.2025, 2:14 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
- Frey, Rüdiger
- Stremme, Alexander
- Sonderforschungsbereich 303
Time of origin
- 1993
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