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Portfolioverluste bei plötzlichen Kurssprüngen beim Hedgen von Optionen

URN to cite this document: urn:nbn:de:bvb:703-epub-2042-6

Title data

Baumann, Michael Heinrich:
Portfolioverluste bei plötzlichen Kurssprüngen beim Hedgen von Optionen.
Bayreuth , 2014 . - 115 P.
(Master's, 2014 , University of Bayreuth, Faculty of Mathematics, Physics and Computer Sciences)

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Project information

Project title:
Project's official titleProject's id
UniversitätsförderungNo information

Project financing: Hanns-Seidel-Stiftung

Further data

Item Type: Master's, Magister, Diploma, or Admission thesis
Keywords: Black-Scholes-Gleichung; Aktienkurssprünge; Optionen
DDC Subjects: 500 Science > 510 Mathematics
Institutions of the University: Faculties
Faculties > Faculty of Mathematics, Physics und Computer Science
Faculties > Faculty of Mathematics, Physics und Computer Science > Department of Mathematics
Faculties > Faculty of Mathematics, Physics und Computer Science > Department of Mathematics > Chair Mathematics V (Applied Mathematics)
Profile Fields
Profile Fields > Advanced Fields
Profile Fields > Advanced Fields > Nonlinear Dynamics
Language: German
Originates at UBT: Yes
URN: urn:nbn:de:bvb:703-epub-2042-6
Date Deposited: 05 Jun 2015 06:31
Last Modified: 05 Jun 2015 06:31
URI: https://epub.uni-bayreuth.de/id/eprint/2042

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