Pricing of Derivatives on Mean-Reverting Assets by Lutz, Björn

Pricing of Derivatives on Mean-Reverting Assets (Paperback) (ISBN-13: 9783642029080)

Vendor: Björn Lutz
Product type: Books
Format: Paperback
$54.99
$54.99
$54.99
Subtotal: $54.99
Pricing of Derivatives on Mean-Reverting Assets by Lutz, Björn

Pricing of Derivatives on Mean-Reverting Assets

$54.99
Pricing of Derivatives on Mean-Reverting Assets by Lutz, Björn

Pricing of Derivatives on Mean-Reverting Assets

$54.99
Format: Paperback
Description
Description
x
Mean Reversion in Commodity Prices.- Fundamentals of Derivative Pricing.- Stochastic Volatility Models.- Integration of Jump Components.- Stochastic Equilibrium Level of the Underlying Process.- Deterministic Seasonality Effects.- Conclusion.

Author: Björn Lutz
ISBN-10: 3642029086
ISBN-13: 9783642029080
Publisher: Springer
Language: English
Published: 10/06/2009
Pages: 137
Format: Paperback
Weight: 0.50lbs
Size: 9.21h x 6.14w x 0.33d

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