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Pricing of derivatives on mean-reverting assets

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
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:	Derivative securities - Prices -
電子資源:	http://dx.doi.org/10.1007/978-3-642-02909-7
ISBN:	9783642029080 (paper)

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: 9783642029080 (paper)Subjects--Topical Terms:

739542
Derivative securities
--Prices

LC Class. No.: HG6024.A3 / L88 2010

Dewey Class. No.: 332.64570151

Pricing of derivatives on mean-reverting assets
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