Numéraire-Independent Modelling of Financial Markets

Download
Abstract (PDF, 220.2Kb)
Fulltext (PDF, 1.098Mb)
Thumbnail
Open access
Author
Herdegen, Martin P.G.
Date
2014
Type
    Doctoral Thesis
Rights / license
In Copyright - Non-Commercial Use Permitted
Permanent link
https://doi.org/10.3929/ethz-a-010315552
Publication status
published
External links
Search print copy at ETH Library
Contributors
Examiner: Schweizer, Martin
Examiner: Teichmann, Josef
Publisher
ETH Zurich
Subject
ARBITRAGE THEORY (OPERATIONS RESEARCH); SPEKULATIONSHANDEL; FINANZMATHEMATIK + WIRTSCHAFTSMATHEMATIK; STOCHASTIC MODELS + STOCHASTIC SIMULATION (PROBABILITY THEORY); GELD + WÄHRUNG; STOCHASTISCHE MODELLE + STOCHASTISCHE SIMULATION (WAHRSCHEINLICHKEITSRECHNUNG); SPECULATIVE TRADING; FINANCIAL MATHEMATICS + MATHEMATICAL ECONOMICS; FINANCIAL MARKETS; MONEY + CURRENCY; FINANZMÄRKTE; ARBITRAGETHEORIE (OPERATIONS RESEARCH)
Organisational unit
02000 - Dep. Mathematik / Dep. of Mathematics
03658 - Schweizer, Martin / Schweizer, Martin  
More
Show all metadata
ETH Bibliography
yes
Altmetrics