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Pricing of Derivatives on Mean-Reverting Assets - Lecture Notes in Economics and Mathematical Systems Bjoern Lutz 2010 edition
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Pricing of Derivatives on Mean-Reverting Assets - Lecture Notes in Economics and Mathematical Systems
Bjoern Lutz
The topic of this book is the development of pricing formulae for European style derivatives on assets with mean-reverting behavior, especially commodity derivatives.
137 pages, black & white illustrations
| Media | Books Paperback Book (Book with soft cover and glued back) |
| Released | October 6, 2009 |
| ISBN13 | 9783642029080 |
| Publishers | Springer-Verlag Berlin and Heidelberg Gm |
| Pages | 137 |
| Dimensions | 155 × 235 × 8 mm · 226 g |
| Language | English |
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