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Derivate auf Alternative Investments: Konstruktion und Bewertungsmöglichkeiten

By (author) Christian Hoppe, Foreword by Prof. Dr. Rainer Elschen

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normal price: R 2 679.95

Price: R 2 545.95


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Christian Hoppe analysiert, ob das vorhandene Produktspektrum die Derivatekonstruktionen Optionen, Futures und Forwards auf Alternative Investments beinhaltet und ob fur diese mit den Standardbewertungsmodellen valide Preise ermittelt werden konnen. Die Ergebnisse verdeutlichen, dass nicht jedes Underlying den Pramissen der betrachteten Bewertungsmodelle gerecht wird.

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Normally shipped | Available from overseas. Usually dispatched in 14 days
Publisher | Deutscher Universitats-Verlag
Published date | 30 May 2005
Language | German
Format | Paperback / softback
Pages | 167
Dimensions | 210 x 148 x 0mm (L x W x H)
Weight | 0g
ISBN | 978-3-8244-8324-2
Readership Age |
BISAC | business & economics / finance


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