£65.65

Deutscher Universitätsverlag Optionsbewertung und Risikomanagement unter gemischten Verteilungen: Theoretische Analyse und empirische Evaluation am europäischen Terminmarkt (Empirische Finanzmarktforschung/Empirical Finance)

Price data last checked 45 day(s) ago - refreshing...

View at Amazon

We'll watch every seller, every day. One email when your price arrives.

It has never been this cheap. We have no record of a lower price.

£66 today · cheaper than every other day in the last 2 months

NEW HERE?

Amazon shows you one price. We show you all of them.

Tosheroon watches Amazon prices so you don't have to. Every product on Amazon has a price history — we make it visible. Set the price you'd actually pay, and we'll email you the second it gets there. No app, no account, one email.

WHAT'S ON THIS PAGE

↓ Price chart
when this has been cheap or pricey
↓ Forecast
where the price is heading next
↓ Statistics
all-time high & low, recent range
↑ Price alert
name your number, we'll email you

Price History & Forecast

Grey patches = out of stock. Cheaper = lower on the chart. Hover for exact prices.

Last 1 days • 1 data points (No recent data available)

Historical
Generating forecast...
Not enough data points to display chart (need at least 2 points)

Price Distribution

Price distribution over 1 days • 1 price levels

Days at Price
1 day 0 0 1 1 1 £66 Days at Price

Price Analysis

Most common price: £66 (1 days, 100.0%)

Price range: £66 - £66

Price levels: 1 different prices over 1 days

Description

Sascha Wilkens analysiert die Eignung endlicher Mischungen von Verteilungen für Zwecke der Optionsbewertung und geht dabei u.a. auch auf wichtige Implikationen für das Risikomanagement ein. Die Mischungsmodelle werden anhand einer Datenbasis aus mehrjährigen Transaktionsdaten von DAX-, DAX-Aktien- und Euro-Bund-Future-Optionen empirisch untersucht. From the Back Cover Das Modell von Black und Scholes zur Bewertung von Optionen ist in Theorie und Praxis weit verbreitet; es weist jedoch zahlreiche Inkonsistenzen mit der empirisch dokumentierten Optionspreisbildung auf. Eine der Hauptursachen hierfür ist in der starren Modellannahme einer Log-Normalverteilung für den Kurs des Basiswertes zu sehen. Sascha Wilkens flexibilisiert diese Prämisse und geht von endlichen Mischungen von Verteilungen aus. Er analysiert numerische Aspekte dieses Ansatzes und zeigt wichtige Implikationen für die Bewertung und das Management von Optionspositionen auf. Die Mischungsmodelle werden - parallel zu weiteren Ansätzen - anhand einer einmaligen Datenbasis aus mehrjährigen Transaktionsdaten von DAX-, DAX-Aktien- und Euro-Bund-Future-Optionen empirisch untersucht. Neben der Eignung der Modelle zur Preisabbildung und -voraussage werden u.a. auch die Anwendbarkeit für Hedgingzwecke sowie die Möglichkeit zur Informationsgewinnung über den Kassamarkt analysiert. About the Author Dr. Sascha Wilkens promovierte bei Prof. Dr. Klaus Röder am Lehrstuhl für Betriebswirtschaftslehre, insbesondere Finanzierung der Universität Münster.

Product Specifications

Format
paperback
Domain
Amazon UK
Release Date
23 September 2003
Listed Since
04 May 2012

Barcode

No barcode data available

Similar Products You Might Like

Wiley Positional Option Trading: An Advanced Guide by Euan Sinclair
98% match

Wiley Positional Option Trading: An Advanced Guide by Euan Sinclair

Wiley

£39.65 26 Apr 2026
How to Price and Trade Options + Website: Identify, Analyze, and Execute the Best Trade Probabilities (Bloomberg Financial)
98% match

How to Price and Trade Options + Website: Identify, Analyze, and Execute the Best Trade Probabilities (Bloomberg Financial)

Wiley

£41.99 16 Feb 2026
Option Pricing Models and Volatility Using Excel-VBA
98% match

Option Pricing Models and Volatility Using Excel-VBA

Wiley

£55.16 07 Feb 2026
Options Math for Traders: How To Pick the Best Option Strategies for Your Market Outlook (Wiley Trading)
98% match

Options Math for Traders: How To Pick the Best Option Strategies for Your Market Outlook (Wiley Trading)

Wiley

Out of Stock 12 Jun 2026
Exotic Option Pricing and Advanced Lévy Models (Wilmott Collection)
98% match

Exotic Option Pricing and Advanced Lévy Models (Wilmott Collection)

Wiley

£83.99 21 Feb 2026
FX Options and Smile Risk: 465 (The Wiley Finance Series)
98% match

FX Options and Smile Risk: 465 (The Wiley Finance Series)

Wiley

£64.97 13 Jun 2026
Louis Bachelier`s Theory of Speculation – The Origins of Modern Finance
98% match

Louis Bachelier`s Theory of Speculation – The Origins of Modern Finance

Princeton University Press

£68.29 30 Apr 2026
Volatility: Practical Options Theory (Wiley Finance)
98% match

Volatility: Practical Options Theory (Wiley Finance)

Wiley

£40.89 13 Jan 2026
Analytical Finance: Volume I: The Mathematics of Equity Derivatives, Markets, Risk and Valuation: 1
98% match

Analytical Finance: Volume I: The Mathematics of Equity Derivatives, Markets, Risk and Valuation: 1

MACMILLAN

£43.60 15 Feb 2026
Marktgerechte Bewertung von Optionen
98% match

Marktgerechte Bewertung von Optionen

Deutscher Universitätsverlag

£54.52 19 Apr 2026
American-Style Derivatives: Valuation and Computation (Chapman and Hall/CRC Financial Mathematics Series)
98% match

American-Style Derivatives: Valuation and Computation (Chapman and Hall/CRC Financial Mathematics Series)

CRC Press

£58.87 01 Mar 2026
Introduction to Stochastic Finance with Market Examples (Chapman and Hall/CRC Financial Mathematics Series)
98% match

Introduction to Stochastic Finance with Market Examples (Chapman and Hall/CRC Financial Mathematics Series)

£90.15 13 Jan 2026
Fitting Local Volatility: Analytic And Numerical Approaches In Black-Scholes And Local Variance Gamma Models
98% match

Fitting Local Volatility: Analytic And Numerical Approaches In Black-Scholes And Local Variance Gamma Models

World Scientific Publishing Company

£71.56 07 Feb 2026
American-Style Derivatives: Valuation and Computation (Chapman and Hall/CRC Financial Mathematics Series)
98% match

American-Style Derivatives: Valuation and Computation (Chapman and Hall/CRC Financial Mathematics Series)

CRC Press

£111.63 07 May 2026
Nonlinear Option Pricing (Chapman and Hall/CRC Financial Mathematics Series)
98% match

Nonlinear Option Pricing (Chapman and Hall/CRC Financial Mathematics Series)

Chapman and Hall/CRC

£45.99 16 Feb 2026
The Heston Model and Its Extensions in VBA (Wiley Finance)
98% match

The Heston Model and Its Extensions in VBA (Wiley Finance)

Wiley

£102.94 12 Feb 2026
Option Theory with Stochastic Analysis: An Introduction to Mathematical Finance (Universitext)
98% match

Option Theory with Stochastic Analysis: An Introduction to Mathematical Finance (Universitext)

Springer

£22.15 23 Feb 2026
Nonlinear Option Pricing (Chapman and Hall/CRC Financial Mathematics Series)
98% match

Nonlinear Option Pricing (Chapman and Hall/CRC Financial Mathematics Series)

CRC Press

£165.60 27 Jan 2026
The Volatility Smile: An Introduction for Students and Practitioners (Wiley Finance)
97% match

The Volatility Smile: An Introduction for Students and Practitioners (Wiley Finance)

Wiley

£44.69 13 Jan 2026
Options and Derivatives Programming in C++23: Algorithms and Programming Techniques for the Financial Industry
97% match

Options and Derivatives Programming in C++23: Algorithms and Programming Techniques for the Financial Industry

Apress

£37.26 01 Mar 2026
The Mathematics of Finance: Modeling and Hedging (Pure and Applied Undergraduate Texts)
97% match

The Mathematics of Finance: Modeling and Hedging (Pure and Applied Undergraduate Texts)

£64.95 06 Mar 2026
World Scientific Options - 45 Years of Black-Scholes-Merton Model
97% match

World Scientific Options - 45 Years of Black-Scholes-Merton Model

World Scientific Publishing Company

£89.22 07 May 2026
Applied Quantitative Finance for Equity Derivatives: Fifth Edition
97% match

Applied Quantitative Finance for Equity Derivatives: Fifth Edition

Majosta

£91.99 11 Feb 2026
Malliavin Calculus in Finance: Theory and Practice (Chapman and Hall/CRC Financial Mathematics Series)
97% match

Malliavin Calculus in Finance: Theory and Practice (Chapman and Hall/CRC Financial Mathematics Series)

Chapman and Hall/CRC

£95.42 13 Jun 2026