Uncertain volatility models : theory and application

著者

• Buff, Robert

書誌事項

Uncertain volatility models : theory and application

Robert Buff

（Springer finance, . Lecture notes）

Springer, c2002

注記

Based on the author's thesis (Ph.D.)

System requirements: Windows 98 or higher; 128 MB RAM minimum; Java

Includes bibliographical references (p. [233]-236) and index

詳細情報

• NII書誌ID(NCID): BA56954610
• ISBN:
  • 3540426574
• 出版国コード: gw
• タイトル言語コード: eng
• 本文言語コード: eng
• 出版地: Berlin
• ページ数/冊数: xi, 243 p.
• 大きさ: 24 cm.
• 付属資料: 1 computer laser optical disk (4 3/4 in.)
• 件名:
  • LCSH : Risk assessment -- Mathematical models
  • LCSH : Finance -- Mathematical models
  • LCSH : Exotic options (Finance)
  • LCSH : Derivative securities -- Prices -- Mathematical models
• 親書誌ID:
  • BA37506339