at Google ScholarTitle 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: 
Project information
| Project title: |
Project's official title Project's id Universitätsförderung No 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 |