Marktgerechte Bewertung von Optionen: Diss.

Description

Bernhard Brunner entwickelt ein Konzept zur arbitragefreien und marktgerechten Optionsbewertung, ohne dabei aufwändige numerische Verfahren anzuwenden. Hierzu leitet er aus den Transaktionspreisen liquider Standardoptionen ein implizites äquivalentes Martingalmaß ab.

Product details

EAN/ISBN:: 9783824480708
Edition:: 2004
Medium:: Paperback
Number of pages:: 360
Publication date:: 2004-01-01
Publisher:: Deutscher Universitats-Verlag/G.W.V. Fachverlage GmbH

EAN/ISBN:: 9783824480708
Edition:: 2004
Medium:: Paperback
Number of pages:: 360
Publication date:: 2004-01-01
Publisher:: Deutscher Universitats-Verlag/G.W.V. Fachverlage GmbH

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