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Pricing of derivatives on mean-reverting assets / by Bjorn Lutz
- 作者： Lutz, Bjorn.
- 其他作者：
- 其他題名：
- Springer eBooks
- 出版： Berlin, Heidelberg : Springer-Verlag Berlin Heidelberg 2010
- 叢書名： Lecture notes in economics and mathematical systems ,630
- 主題： Derivative securities--Prices--Mathematical models , Economics/Management Science. , Finance /Banking. , Financial Economics. , Quantitative Finance.
- ISBN： 9783642029097 (electronic bk.) 、 9783642029080 (paper)
- URL：
電子書
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讀者標籤：
- 系統號： 005172389 | 機讀編目格式
館藏資訊
The topic of this book is the development of pricing formulae for European style derivatives on assets with mean-reverting behavior, especially commodity derivatives.
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