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  1. Pricing of Derivatives on Mean-Reverting Assets
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Pricing of Derivatives on Mean-Reverting Assets

Printed Book
SR 475
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Sold as: EACH
SR28Per Month/24 months
Author:Lutz, Björn
Date of Publication: 2009
Book classification:Business & Management,English Books,
No. of pages:156 Pages
Format:Paperback

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About this Product

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.
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Specifications

SKU9783642029080
Manufacturer Number9783642029080
year published2009
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