£54.51

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

£55 today · cheaper than every other day in the last 3 months

Deutscher Universitätsverlag Marktgerechte Bewertung von Optionen

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Price History & Forecast

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Last 70 days · 70 data points (no recent data)

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£54.64 £54.50 £54.53 £54.56 £54.59 £54.62 £54.65 25 July 2026 11 August 2026 28 August 2026 14 September 2026 02 October 2026
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Price Distribution

Price distribution over 70 days • 1 price levels

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70 days 0 18 35 53 70 £55 Days at Price

Price Analysis

Most common price: £55 (70 days, 100.0%)

Price range: £55 - £55

Price levels: 1 different prices over 70 days

Description

Zwar revolutionierte die Black/Scholes-Theorie die Optionspreisbewertung, doch belegen empirische Studien, dass sie die Marktpreise gehandelter Optionen nicht vollständig erklären kann. Bernhard Brunner entwickelt ein Konzept zur arbitragefreien und marktgerechten Optionsbewertung, ohne dabei aufwändige numerische Verfahren anzuwenden. Hierzu leitet er aus den Transaktionspreisen liquider Standardoptionen ein implizites äquivalentes Martingalmaß ab. Die ausführliche theoretische Beschreibung des Konzepts wird durch die praktische Umsetzung mit Hilfe einer geeigneten Datenbank ergänzt.

Product Specifications

Format
paperback
Domain
Amazon UK
Release Date
24 February 2004
Listed Since
04 May 2012

Barcode

No barcode data available

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