Physica-Verlag
Optionsmärkte Und Risikoallokation (English, Christoph Kaserer)
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Product Description
About the Book
Die Grundlagen rationaler Optionsbewertung wurden durch die Arbeiten von Black/Scholes (1973), Merton (1973,1976) und Cox/Ross (1976) bereits in den siebziger Jahren gelegt. Die dabei erzielten Forschungsergebnisse sind trotz ihrer fundamentalen Bedeutung in gewisser Hinsicht tautologischer Natur. Dies hiingt darnit zusammen, daB die Bewertung auf Arbitrageiiberlegungen beruht. Der Wert eines letzten Endes redundanten Finanztitels wird aus den Ku…
ISBN: 9783790807042
Book Specifications
| ISBN-13 | 9783790807042 |
| ISBN-10 | 3790807044 |
| Publisher | Physica-Verlag |
| Category | Physica-Verlag |
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