Pricing of Derivatives on Mean-Reverting Assets: 630 (Lecture Notes in Economics and Mathematical Systems)

New
Paperback
2009
$94.31

The topic of this book is the development of pricing formulae for European style derivatives on assets with mean-reverting behavior, especially commodity derivatives.

Synopsis

The topic of this book is the development of pricing formulae for European style derivatives on assets with mean-reverting behavior, especially commodity derivatives.

$94.31

Quantity

10 in stock

More Information

Format: Paperback
Pages: 137
Publisher: Springer
Published: 06 Oct 2009
ISBN 10: 3642029086
ISBN 13: 9783642029080

Pricing of Derivatives on Mean-Reverting Assets: 630 (Lecture Notes in Economics and Mathematical Systems)

New

$94.31

Synopsis

$94.31

More Information