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Bewertung von Optionen auf unvollstndigen Mrkten by Sven Husmann (German) Paperb
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3 available
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Located in: Fairfield, Ohio, United States
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Estimated between Tue, 9 Jul and Fri, 19 Jul to 43230
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eBay item number:364688683343
Item specifics
- Condition
- ISBN-13
- 9783824475889
- Book Title
- Bewertung von Optionen auf unvollstndigen Mrkten
- ISBN
- 9783824475889
- Subject Area
- Business & Economics
- Publication Name
- Bewertung Von Optionen Auf Unvollständigen Märkten
- Publisher
- Deutscher Universitäts Verlag
- Item Length
- 8.3 in
- Subject
- Management Science
- Publication Year
- 2002
- Series
- Gabler Edition Wissenschaft Ser.
- Type
- Textbook
- Format
- Trade Paperback
- Language
- German
- Item Height
- 0.2 in
- Item Weight
- 6.7 Oz
- Item Width
- 5.8 in
- Number of Pages
- Xi, 103 Pages
About this product
Product Information
Sven Husmann analysiert die Gleichgewichtspreise von Optionen im Rahmen des Capital Asset Pricing Model (CAPM) und des Time State Preference Model (TSPM) und zeigt auf, wie und warum sich die aus den beiden Konzepten resultierenden Optionspreise voneinander unterscheiden.
Product Identifiers
Publisher
Deutscher Universitäts Verlag
ISBN-10
382447588x
ISBN-13
9783824475889
eBay Product ID (ePID)
25038587058
Product Key Features
Number of Pages
Xi, 103 Pages
Language
German
Publication Name
Bewertung Von Optionen Auf Unvollständigen Märkten
Publication Year
2002
Subject
Management Science
Type
Textbook
Subject Area
Business & Economics
Series
Gabler Edition Wissenschaft Ser.
Format
Trade Paperback
Dimensions
Item Height
0.2 in
Item Weight
6.7 Oz
Item Length
8.3 in
Item Width
5.8 in
Additional Product Features
Intended Audience
Scholarly & Professional
Number of Volumes
1 Vol.
Illustrated
Yes
Original Language
German
Lc Classification Number
Hf4999.2-6182
Table of Content
1 Einleitung.- 2 Definitionen und Annahmen.- 3 Bewertung von Optionen mit dem CAPM.- 4 Bewertung von Optionen mit dem TSPM.- 5 Implizite Erwartungen und implizite Betafaktoren.- 6 Zusammenfassung der Ergebnisse.- A Anhang: Lognormalverteilung.- A.1 Spezielle Integrale.- A.2 Erwartungswert, Varianz und Kovarianz.- B Anhang: LCAPM-Renditegleichung.
Copyright Date
2002
Item description from the seller
Business seller information
Premier Books LLC
David Taylor
26C Trolley Sq
19806-3356 Wilmington, DE
United States
I certify that all my selling activities will comply with all EU laws and regulations.
Seller assumes all responsibility for this listing.
eBay item number:364688683343
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Item location:
Fairfield, Ohio, United States
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