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The Global ETD Search service is a free service for researchers
to find electronic theses and dissertations. This service is
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Networked Digital Library of Theses and Dissertations.
Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.
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Showing 1 to 10 of 100 (0.126 seconds)Spelling suggestions: "subject:"optionspreistheorie"" "subject:"produktionspreistheorie""
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The limitations of no-arbitrage arguments for real optionsHubalek, Friedrich, Schachermayer, Walter January 1999 (has links) (PDF)
We consider an option c which is contingent on an underlying (tilde S) that is not a traded asset. This situation typically arises in the context of real options. We investigate the situation when there is a "surrogate" traded asset S whose price process is highly correlated with that of (tilde S). An illustration would be the cases where S and (tilde S) model two different brands of crude oil. The main result of the paper shows that in this case one cannot draw any non-trivial conclusions on the price of the option by only using no arbitrage arguments. In a second step we try to isolate hedging strategies on the traded asset S which minimize the variance of the hedging error. We show in particular, that the naive strategy of simply replacing (tilde S) by S fails to be optimal and we are able to quantify how far it is from being optimal. (author's abstract) / Series: Working Papers SFB "Adaptive Information Systems and Modelling in Economics and Management Science"
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Mehrere Preisprozesse und Ausübungsbedingungen bei der Bewertung von Optionen /Rathgeber, Andreas. Unknown Date (has links)
Universiẗat, Diss., 2005--Augsburg.
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The pricing and hedging of barrier options and their applications in finance and life insurance /Suchanecki, Michael, January 2008 (has links)
Bonn, University, Diss., 2008.
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Convergence of binomial large investor models and general correlated random walksGruber, Urs M. January 2004 (has links) (PDF)
Berlin, Techn. Univ., Diss., 2004. / Computerdatei im Fernzugriff.
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Realisierbarer Portfoliowert in illiquiden FinanzmärktenBaum, Dietmar. January 2001 (has links) (PDF)
Berlin, Humboldt-Universiẗat, Diss., 2001.
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Estimating probability distributions implicit in option prices /Ball, Michael A. January 2001 (has links) (PDF)
Diss. Nr. 2443 Wirtschaftswiss. St. Gallen, 2000. / Literaturverz.
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Realoptionsbasiertes Investitionsmanagement /Rocke, Roman. January 2003 (has links)
Thesis (doctoral)--Universität, Wuppertal, 2003.
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Investitionsprojekte mit mehreren Realoptionen : Bewertung und Analyse /Lucke, Claus. January 2001 (has links)
Universiẗat, Diss., 2001--Karlsruhe.
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Marktgerechte Bewertung von Optionen /Brunner, Bernhard. January 2004 (has links)
Universiẗat, Diss., 2003--Augsburg.
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| 10 |
Lévy processes in finance : the change of measure and non-linear dependence /Wannenwetsch, Jens. January 2005 (has links) (PDF)
Univ., Diss--Bonn, 2005.
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