Paperback (28 Feb 2018) | French
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Ce document se propose d'apporter un éclairage sur les spécificités des options multi sous-jacents. Ces dernières ne peuvent pas être simplement considérées comme une généralisation des options à sous- jacent unique. Ces options se singularisent d'emblée car leur valorisation et donc leur couverture dépendent fortement d'une matrice de corrélation. Les intuitions concernant leurs propriétés ainsi que l'apport de la théorie motivent les développements présentés.
| ISBN: | 9786131568176 |
| Publisher: | Omniscriptum Gmbh & Co Kg |
| Imprint: | Omniscriptum |
| Pub date: | 28 Feb 2018 |
| Language: | French |
| Number of pages: | 68 |
| Weight: | 113g |
| Height: | 229mm |
| Width: | 152mm |
| Spine width: | 4mm |
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