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Pricing of Derivatives on Mean-Reverting Assets: 630 (Lecture Notes in Economics and Mathematical Systems)

Björn Lutz




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 | #3259407 in eBooks |  2009-09-19 |  2009-09-19 | File type: PDF

||0 of 0 people found the following review helpful.| So very helpful!|By DSGE|This might be the only review ever written for a very particular topic, but I must express my gratitude to the author for helping an (advanced) student understand these topics and giving me answers or more complete derivations on particular questions I could find absolutely nowhere else. Thanks for writing it!|From the Back Cover||The topic of this book is the development of pricing formulae for European style derivatives on assets with mean-reverting behavior, especially commodity derivatives. For this class of assets, convenience yield effects lead to mean-reversion

The topic of this book is the development of pricing formulae for European style derivatives on assets with mean-reverting behavior, especially commodity derivatives.



You easily download any file type for your device.Pricing of Derivatives on Mean-Reverting Assets: 630 (Lecture Notes in Economics and Mathematical Systems)   |  Björn Lutz. I really enjoyed this book and have already told so many people about it!

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