Show simple item record

dc.contributor.author
Gökay, Selim
dc.contributor.supervisor
Bank, Peter
dc.contributor.supervisor
Soner, Halil Mete
dc.date.accessioned
2017-06-13T14:37:54Z
dc.date.available
2017-06-13T14:37:54Z
dc.date.issued
2011
dc.identifier.uri
http://hdl.handle.net/20.500.11850/152967
dc.identifier.doi
10.3929/ethz-a-006697510
dc.language.iso
en
dc.publisher
ETH
dc.rights.uri
http://rightsstatements.org/page/InC-NC/1.0/
dc.subject
HEDGING (FINANCIAL MATHEMATICS)
dc.subject
PROBABILITY THEORY AND STOCHASTIC PROCESSES (MATHEMATICS)
dc.subject
ASSET ALLOCATION (INVESTMENT STRATEGIES)
dc.subject
KURSSICHERUNG (FINANZMATHEMATIK)
dc.subject
WAHRSCHEINLICHKEITSTHEORIE UND STOCHASTISCHE PROZESSE (MATHEMATIK)
dc.subject
PORTFOLIO-STRUKTURIERUNG (ANLAGESTRATEGIEN)
dc.title
Pricing and hedging in a discrete-time illiquid market
dc.type
Doctoral Thesis
dc.rights.license
In Copyright - Non-Commercial Use Permitted
ethz.size
1 Band
ethz.code.ddc
5 - Science::510 - Mathematics
ethz.code.ddc
3 - Social sciences::330 - Economics
ethz.notes
Diss., Eidgenössische Technische Hochschule ETH Zürich, Nr. 19821, 2011.
ethz.identifier.diss
19821
ethz.identifier.nebis
006697510
ethz.publication.place
Zürich
ethz.publication.status
published
ethz.leitzahl
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02003 - Mathematik Selbständige Professuren::03844 - Soner, Mete (emeritus) / Soner, Mete (emeritus)
ethz.leitzahl.certified
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02003 - Mathematik Selbständige Professuren::03844 - Soner, Mete (emeritus) / Soner, Mete (emeritus)
ethz.date.deposited
2017-06-13T14:40:10Z
ethz.source
ECOL
ethz.identifier.importid
imp59366b10d1d5139111
ethz.ecolpid
eth:4708
ethz.eth
yes
ethz.availability
Open access
ethz.rosetta.installDate
2017-07-17T10:37:31Z
ethz.rosetta.lastUpdated
2018-11-05T00:03:37Z
ethz.rosetta.exportRequired
true
ethz.rosetta.versionExported
true
ethz.COinS
ctx_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rft.atitle=Pricing%20and%20hedging%20in%20a%20discrete-time%20illiquid%20market&rft.date=2011&rft.au=G%C3%B6kay,%20Selim&rft.genre=unknown&rft.btitle=Pricing%20and%20hedging%20in%20a%20discrete-time%20illiquid%20market
 Search via SFX

Files in this item

Thumbnail
Thumbnail

Publication type

Show simple item record