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Image for Derivate auf Alternative Investments: Konstruktion und Bewertungsmoglichkeiten
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Derivate auf Alternative Investments: Konstruktion und Bewertungsmoglichkeiten (2005 edition.)

Hoppe, Christian, Elschen, Prof. Dr. Rainer(Foreword by)
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Christian Hoppe analysiert, ob das vorhandene Produktspektrum die Derivatekonstruktionen Optionen, Futures und Forwards auf Alternative Investments beinhaltet und ob für diese mit den Standardbewertungsmodellen valide Preise ermittelt werden können.

Die Ergebnisse verdeutlichen, dass nicht jedes Underlying den Prämissen der betrachteten Bewertungsmodelle gerecht wird.

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Product Details
Deutscher Universitatsverlag
3322819493 / 9783322819499
eBook (Adobe Pdf)
27/02/2015
German
167 pages
Copy: 10%; print: 10%
KFF Finance
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