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Platania, Federico Daniel
Libros de: Platania, Federico Daniel
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Valuation of Derivative Assets under Cyclical Mean-Reversion Processes for Spot Prices
Platania, Federico Daniel
Universidad Cantabria (2016)
- EAN: 9788486116965
- Páginas: 54
- Fecha de edición: 2016
pvp.7,00 €
Sin Stock. Posibilidad 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 ...
