Pricing of Derivatives on Mean-Reverting Assets - Lecture Notes in Economics and Mathematical Systems - Bjoern Lutz - Books - Springer-Verlag Berlin and Heidelberg Gm - 9783642029080 - October 6, 2009
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Bjoern Lutz
Pricing of Derivatives on Mean-Reverting Assets - Lecture Notes in Economics and Mathematical Systems 2010 edition

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

137 pages, black & white illustrations

Media Books     Paperback Book   (Book with soft cover and glued back)
Released October 6, 2009
ISBN13 9783642029080
Publishers Springer-Verlag Berlin and Heidelberg Gm
Pages 137
Dimensions 155 × 235 × 8 mm   ·   226 g
Language English  

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