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Bewertung von Optionen auf unvollstndigen Mrkten by Sven Husmann (German) Paperb

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US $76.54
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Located in: Fairfield, Ohio, United States
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Last updated on 19 May, 2024 12:22:44 BSTView all revisionsView all revisions

Item specifics

Condition
New: A new, unread, unused book in perfect condition with no missing or damaged pages. See the ...
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
Author
Sven Husmann
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
Author
Sven Husmann
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
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