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Platania, Federico Daniel

Libros de: Platania, Federico Daniel

Mostrando 1 libros encontrados. (1 páginas).

  • Valuation of Derivative Assets under Cyclical Mean-Reversion Processes for Spot Prices

    Valuation of Derivative Assets under Cyclical Mean-Reversion Processes for Spot Prices

    Platania, Federico Daniel

    Universidad Cantabria (2016)

    valoración

    • EAN: 9788486116965
    • Páginas: 54
    • Fecha de edición: 2016

    pvp.7,00 €

    Disponible entre 3 y 7 días

    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 ...