Download Pricing of Derivatives on Mean-Reverting Assets PDF Free - Full Version
Download Pricing of Derivatives on Mean-Reverting Assets by Björn Lutz (auth.) in PDF format completely FREE. No registration required, no payment needed. Get instant access to this valuable resource on PDFdrive.to!
About Pricing of Derivatives on Mean-Reverting Assets
The topic of this book is the development of pricing formulae for European style derivatives on assets with mean-reverting behavior, especially commodity derivatives. For this class of assets, convenience yield effects lead to mean-reversion under the risk-neutral measure. Mean-reversion in the log-price process is combined with other stochastic factors such as stochastic volatility, jumps in the underlying and the price process and a stochastic target level as well as with deterministic seasonality effects. Another focus is on numerical algorithms to calculate the Fourier integral as well as to integrate systems of ordinary differential equations.
Detailed Information
| Author: | Björn Lutz (auth.) |
|---|---|
| Publication Year: | 2010 |
| ISBN: | 9783642029080 |
| Pages: | 146 |
| Language: | English |
| File Size: | 1.101 |
| Format: | |
| Price: | FREE |
Safe & Secure Download - No registration required
Why Choose PDFdrive for Your Free Pricing of Derivatives on Mean-Reverting Assets Download?
- 100% Free: No hidden fees or subscriptions required for one book every day.
- No Registration: Immediate access is available without creating accounts for one book every day.
- Safe and Secure: Clean downloads without malware or viruses
- Multiple Formats: PDF, MOBI, Mpub,... optimized for all devices
- Educational Resource: Supporting knowledge sharing and learning
Frequently Asked Questions
Is it really free to download Pricing of Derivatives on Mean-Reverting Assets PDF?
Yes, on https://PDFdrive.to you can download Pricing of Derivatives on Mean-Reverting Assets by Björn Lutz (auth.) completely free. We don't require any payment, subscription, or registration to access this PDF file. For 3 books every day.
How can I read Pricing of Derivatives on Mean-Reverting Assets on my mobile device?
After downloading Pricing of Derivatives on Mean-Reverting Assets PDF, you can open it with any PDF reader app on your phone or tablet. We recommend using Adobe Acrobat Reader, Apple Books, or Google Play Books for the best reading experience.
Is this the full version of Pricing of Derivatives on Mean-Reverting Assets?
Yes, this is the complete PDF version of Pricing of Derivatives on Mean-Reverting Assets by Björn Lutz (auth.). You will be able to read the entire content as in the printed version without missing any pages.
Is it legal to download Pricing of Derivatives on Mean-Reverting Assets PDF for free?
https://PDFdrive.to provides links to free educational resources available online. We do not store any files on our servers. Please be aware of copyright laws in your country before downloading.
The materials shared are intended for research, educational, and personal use in accordance with fair use principles.
