Bewertung nicht redundanter Finanzderivate mittels Entropie und Cross-Entropie (Gabler Edition Wissenschaft)

Description

Nicole Branger untersucht implizite, auf Entropie und Cross-Entropie basierende Verfahren und zeigt ihre Umsetzung auf. Im Mittelpunkt steht die Analyse der diesen Verfahren zugrunde liegenden ökonomischen Annahmen.

Product details

EAN/ISBN:: 9783824476367
Edition:: 1. Aufl.
Medium:: Paperback
Number of pages:: 296
Publication date:: 2002-04-29
Publisher:: Deutscher Universitäts-Verlag

EAN/ISBN:: 9783824476367
Edition:: 1. Aufl.
Medium:: Paperback
Number of pages:: 296
Publication date:: 2002-04-29
Publisher:: Deutscher Universitäts-Verlag

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