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Options multi-sous jacents et correlation

Language FrenchFrench
Book Paperback
Book Options multi-sous jacents et correlation Olivier Korber
Libristo code: 06987564
Publishers Omniscriptum, February 2018
Ce document se propose d'apporter un éclairage sur les spécificités des options multi sous-jacents.... Full description
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37.86 €
74.05  лв
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Ce document se propose d'apporter un éclairage sur les spécificités des options multi sous-jacents. Ces derničres ne peuvent pas ętre simplement considérées comme une généralisation des options ŕ sous- jacent unique. Ces options se singularisent d'emblée car leur valorisation et donc leur couverture dépendent fortement d'une matrice de corrélation. Les intuitions concernant leurs propriétés ainsi que l'apport de la théorie motivent les développements présentés.

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About the book

Full name Options multi-sous jacents et correlation
Author Olivier Korber
Language French
Binding Book - Paperback
Date of issue 2018
Number of pages 68
EAN 9786131568176
ISBN 6131568170
Libristo code 06987564
Publishers Omniscriptum
Weight 113
Dimensions 152 x 229 x 4

Categories

Biography, Literature & Literary studies > Literature: history & criticism > Literary studies: general
Economics, Finance, Business & Management > Economics
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