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Portfolioverluste bei plötzlichen Kurssprüngen beim Hedgen von Optionen

Title data

Baumann, Michael Heinrich:
Portfolioverluste bei plötzlichen Kurssprüngen beim Hedgen von Optionen.
Bayreuth , 2014 . - 115 p.
(Master's, 2014 , Universität Bayreuth, Fakultät für Mathematik, Physik und Informatik, Lehrstuhl Mathematik V)

Official URL: Volltext

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 (Master's)
Keywords: Black-Scholes-Gleichung; Aktienkurssprünge; Optionen
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)
Faculties > Faculty of Mathematics, Physics und Computer Science > Department of Mathematics > Chair Mathematics V (Applied Mathematics) > Chair Mathematics V (Applied Mathematics) - Univ.-Prof. Dr. Lars Grüne)
Profile Fields
Profile Fields > Advanced Fields
Profile Fields > Advanced Fields > Nonlinear Dynamics
Result of work at the UBT: Yes
DDC Subjects: 500 Science > 510 Mathematics
Date Deposited: 06 Jun 2015 21:00
Last Modified: 10 Aug 2016 08:09
URI: https://eref.uni-bayreuth.de/id/eprint/14865