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Incorporating parameter risk into derivatives prices - bid-ask pricing and calibration

Author: Karl Friedrich Bannör; Matthias Scherer; Christoph Reisinger; Ralf Korn
Publisher: München Universitätsbibliothek der TU München 2013
Dissertation: München, Technische Universität München, Diss., 2013
Edition/Format:   Thesis/dissertation : Document : Thesis/dissertation : eBook   Computer File : EnglishView all editions and formats
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Material Type: Document, Thesis/dissertation, Internet resource
Document Type: Internet Resource, Computer File
All Authors / Contributors: Karl Friedrich Bannör; Matthias Scherer; Christoph Reisinger; Ralf Korn
OCLC Number: 859348484
Description: Online-Ressource.
Other Titles: Parameterrisikoadjustierte Derivatepreise - Bid-Ask-Bewertung und -Kalibrierung
Responsibility: Karl Friedrich Bannör. Gutachter: Christoph Reisinger ; Matthias Scherer ; Ralf Korn. Betreuer: Matthias Scherer

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