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Pricing of derivatives on mean-rever...
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Pricing of derivatives on mean-reverting assets
紀錄類型:
書目-電子資源 : 單行本
正題名/作者:
Pricing of derivatives on mean-reverting assets/ by Bjorn Lutz.
作者:
Lutz, Bjorn.
出版者:
Berlin, Heidelberg :Springer-Verlag Berlin Heidelberg, : 2010.,
面頁冊數:
xviii, 137 p. :ill., digital ; : 24 cm.;
叢書名:
Lecture notes in economics and mathematical systems,
Contained By:
Springer eBooks
標題:
Quantitative Finance. -
電子資源:
http://dx.doi.org/10.1007/978-3-642-02909-7
ISBN:
9783642029097 (electronic bk.)
Pricing of derivatives on mean-reverting assets
Lutz, Bjorn.
Pricing of derivatives on mean-reverting assets
[electronic resource] /by Bjorn Lutz. - Berlin, Heidelberg :Springer-Verlag Berlin Heidelberg,2010. - xviii, 137 p. :ill., digital ;24 cm. - Lecture notes in economics and mathematical systems,6300075-8442 ;.
ISBN: 9783642029097 (electronic bk.)Subjects--Topical Terms:
121561
Quantitative Finance.
LC Class. No.: HG6024.A3 / L88 2010
Dewey Class. No.: 332.64570151
Pricing of derivatives on mean-reverting assets
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