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Option pricing and market risk management in the presence of jump risk


Vasiljević, Nikola. Option pricing and market risk management in the presence of jump risk. 2016, University of Zurich, Faculty of Economics.

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Item Type:Dissertation (monographical)
Referees:Leippold Markus, Chesney Marc, Farkas Erich Walter, Mancini Loriano
Communities & Collections:03 Faculty of Economics > Department of Banking and Finance
Dewey Decimal Classification:330 Economics
Language:English
Place of Publication:Zürich
Date:July 2016
Deposited On:15 Nov 2016 13:17
Last Modified:28 Aug 2018 15:09
Number of Pages:180
OA Status:Green
Other Identification Number:merlin-id:13293

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