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Valuation of derivative assets under cyclical mean-reversion processes for spot prices. - Softcover

 
9788486116965: Valuation of derivative assets under cyclical mean-reversion processes for spot prices.

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PLATANIA, FEDERICO DANIEL
ISBN 10: 8486116961 ISBN 13: 9788486116965
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PLATANIA, FEDERICO DANIEL,
ISBN 10: 8486116961 ISBN 13: 9788486116965
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Platania, Federico Daniel
Published by Universidad Cantabria, 2016
ISBN 10: 8486116961 ISBN 13: 9788486116965
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Rústica. Condition: New. This book studies the stochastic behaviour of interest rates and commodity prices, extending the existing literature by allowing the underlying state variable to capture any possible seasonal or cyclical behaviour. In the first chapter, we propose a new m. Seller Inventory # 9788486116965

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Platania, Federico Daniel
Published by UNIVERSIDAD DE CANTABRIA, 2016
ISBN 10: 8486116961 ISBN 13: 9788486116965
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Condition: Nuevo. Valuation of derivative assets under cyclical mean-reversion editado por Universidad de cantabria. Seller Inventory # AGP0034193

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Platania, Federico Daniel
ISBN 10: 8486116961 ISBN 13: 9788486116965
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PLATANIA, F. D.
ISBN 10: 8486116961 ISBN 13: 9788486116965
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Tapa blanda. Condition: New. PLATANIA, F. D.: VALUATION OF DERIVATIVE ASSETS UNDER CYCLICAL MEAN-REVERSION PROCESSES FOR SPOT PRICES. 978-84-86116-96-5, UNIV. DE CANTABRIA - Sº PUBLICACIONES, 2015. Nuevo 180 gr. Libro. Seller Inventory # 582190

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