Herwig, Tobias
Market-Conform Valuation of Options
Table of contents
1. Introduction
2. Construction of Arbitrage-Free Implied Trees: A New Approach
3. Market-Conform Option Valuation: An Empirical Assessment of Alternative Approaches
4. Market-Conform Valuation of American-Style Options via Monte Carlo Simulation
5. Synopsis
DRM-restrictions
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Keywords: BUSINESS & ECONOMICS / Management Science BUS042000
- Author(s)
- Herwig, Tobias
- Publisher
- Springer
- Publication year
- 2006
- Language
- en
- Edition
- 1
- Category
- Economy
- Format
- Ebook
- eISBN (PDF)
- 9783540308386
