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博士論文

Three essays on the application of no arbitrage pricing

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Three essays on the application of no arbitrage pricing

Call No. (NDL)
UT51-96-U533
Bibliographic ID of National Diet Library
000000302952
Persistent ID (NDL)
info:ndljp/pid/3117762
Material type
博士論文
Author
岩城秀樹 [著]
Publisher
-
Publication date
-
Material Format
Paper・Digital
Capacity, size, etc.
-
Name of awarding university/degree
筑波大学,博士 (経営工学)
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博士論文

Table of Contents

Provided by:国立国会図書館デジタルコレクションLink to Help Page
  • Contents

    p3

  • 1 Introduction and Summary

    p1

  • 1.1 Introduction

    p1

  • 1.2 Option Pricing for a Birth-death Stock Price Model

    p7

  • 1.3 American Put Option with Finite Exercisable Time Points

    p10

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Bibliographic Record

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Paper Digital

Material Type
博士論文
Author/Editor
岩城秀樹 [著]
Author Heading
岩城, 秀樹 イワキ, ヒデキ
Alternative Title
無裁定価格設定の応用についての三つの考察 ムサイテイ カカク セッテイ ノ オウヨウ ニ ツイテ ノ ミッツ ノ コウサツ
Degree grantor/type
筑波大学
Date Granted
平成8年3月25日
Date Granted (W3CDTF)
1996
Dissertation Number
乙第1170号
Degree Type
博士 (経営工学)