Market-Conform Valuation of Options

by Tobias Herwig

1. 1 The Area of Research In this thesis, we will investigate the 'market-conform' pricing of newly issued contingent claims. A contingent claim is a derivative whose value at any settlement date is determined by the value of one or more other underlying assets, e. g. , forwards, futures, plain-vanilla or exotic options with European or American-style exercise features. Market-conform pricing means that prices of existing actively traded securities...

• Format: Paperback
• Language: English
• ISBN: 3540308377
• ISBN13: 9783540308379
• Release Date: January 2006
• Publisher: Springer
• Length: 106 Pages
• Weight: 0.39 lbs.
• Dimensions: 0.3" x 6.1" x 9.2"