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Pricing of derivatives on mean-rever...

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Lutz, Bjorn.

Pricing of derivatives on mean-reverting assets

Record Type:	Electronic resources : Monograph/item
Title/Author:	Pricing of derivatives on mean-reverting assetsby Bjorn Lutz.
Author:	Lutz, Bjorn.
Published:	Berlin, Heidelberg :Springer-Verlag Berlin Heidelberg,2010.
Description:	xviii, 137 p. :ill., digital ;24 cm.
Series:	Lecture notes in economics and mathematical systems,
Contained By:	Springer eBooks
Subject:	Financial Economics.
Online resource:	http://dx.doi.org/10.1007/978-3-642-02909-7
ISBN:	9783642029097 (electronic bk.)

Pricing of derivatives on mean-reverting assets
Lutz, Bjorn.

Pricing of derivatives on mean-reverting assets[electronic resource] /by Bjorn Lutz. - Berlin, Heidelberg :Springer-Verlag Berlin Heidelberg,2010. - xviii, 137 p. :ill., digital ;24 cm. - Lecture notes in economics and mathematical systems,6300075-8442 ;.

ISBN: 9783642029097 (electronic bk.)Subjects--Topical Terms:

274377
Financial Economics.

LC Class. No.: HG6024.A3 / L88 2010

Dewey Class. No.: 332.64570151

Pricing of derivatives on mean-reverting assets
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245 1 0 $a Pricing of derivatives on mean-reverting assets $h [electronic resource] / $c by Bjorn Lutz.
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300 $a xviii, 137 p. : $b ill., digital ; $c 24 cm.
440 0 $a Lecture notes in economics and mathematical systems, $x 0075-8442 ; $v 630
650 2 4 $a Financial Economics. $3 274377
650 2 4 $a Quantitative Finance. $3 274071
650 0 $a Derivative securities $x Prices $x Mathematical models. $3 198190
650 1 4 $a Economics/Management Science. $3 273684
650 2 4 $a Finance /Banking. $3 274848
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950 $a Business and Economics (Springer-11643)

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EB HG6024.A3 L88 2010

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http://dx.doi.org/10.1007/978-3-642-02909-7

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