Pricing of Derivatives on Mean-Reverting Assets PDF
by Bjorn Lutz
Part of the Lecture Notes in Economics and Mathematical Systems series
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Description
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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- Format:PDF
- Publisher:Springer Berlin Heidelberg
- Publication Date:19/09/2009
- Category:
- ISBN:9783642029097
Information
-
Download Now
- Format:PDF
- Publisher:Springer Berlin Heidelberg
- Publication Date:19/09/2009
- Category:
- ISBN:9783642029097