Jumps and stochastic volatility: exchange rate processes implicit in PHLX Deutschemark options
Saved in:
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Cambridge, MA
1993
|
| Series: | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series
4596 |
| Subjects: | |
| Physical Description: | 41, [13] S. graph. Darst. |
Staff View
MARC
| LEADER | 00000nam a2200000 cb4500 | ||
|---|---|---|---|
| 001 | BV009532879 | ||
| 003 | DE-604 | ||
| 005 | 00000000000000.0 | ||
| 007 | t | ||
| 008 | 940415s1993 xxud||| |||| 00||| eng d | ||
| 035 | |a (OCoLC)29816128 | ||
| 035 | |a (DE-599)BVBBV009532879 | ||
| 040 | |a DE-604 |b ger |e rakddb | ||
| 041 | 0 | |a eng | |
| 044 | |a xxu |c XD-US | ||
| 049 | |a DE-19 |a DE-521 | ||
| 050 | 0 | |a H11 | |
| 100 | 1 | |a Bates, David S. |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a Jumps and stochastic volatility |b exchange rate processes implicit in PHLX Deutschemark options |c David S. Bates |
| 264 | 1 | |a Cambridge, MA |c 1993 | |
| 300 | |a 41, [13] S. |b graph. Darst. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 490 | 1 | |a National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series |v 4596 | |
| 650 | 4 | |a Mathematisches Modell | |
| 650 | 4 | |a Foreign exchange |z Germany |x Mathematical models | |
| 651 | 4 | |a Deutschland | |
| 830 | 0 | |a National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series |v 4596 |w (DE-604)BV002801238 |9 4596 | |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-006294843 | ||
Record in the Search Index
| _version_ | 1804123870233362432 |
|---|---|
| any_adam_object | |
| author | Bates, David S. |
| author_facet | Bates, David S. |
| author_role | aut |
| author_sort | Bates, David S. |
| author_variant | d s b ds dsb |
| building | Verbundindex |
| bvnumber | BV009532879 |
| callnumber-first | H - Social Science |
| callnumber-label | H11 |
| callnumber-raw | H11 |
| callnumber-search | H11 |
| callnumber-sort | H 211 |
| callnumber-subject | H - Social Science |
| ctrlnum | (OCoLC)29816128 (DE-599)BVBBV009532879 |
| format | Book |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>01133nam a2200325 cb4500</leader><controlfield tag="001">BV009532879</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">00000000000000.0</controlfield><controlfield tag="007">t</controlfield><controlfield tag="008">940415s1993 xxud||| |||| 00||| eng d</controlfield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)29816128</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV009532879</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rakddb</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="044" ind1=" " ind2=" "><subfield code="a">xxu</subfield><subfield code="c">XD-US</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-19</subfield><subfield code="a">DE-521</subfield></datafield><datafield tag="050" ind1=" " ind2="0"><subfield code="a">H11</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Bates, David S.</subfield><subfield code="e">Verfasser</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Jumps and stochastic volatility</subfield><subfield code="b">exchange rate processes implicit in PHLX Deutschemark options</subfield><subfield code="c">David S. Bates</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Cambridge, MA</subfield><subfield code="c">1993</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">41, [13] S.</subfield><subfield code="b">graph. Darst.</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">n</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">nc</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="1" ind2=" "><subfield code="a">National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series</subfield><subfield code="v">4596</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Mathematisches Modell</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Foreign exchange</subfield><subfield code="z">Germany</subfield><subfield code="x">Mathematical models</subfield></datafield><datafield tag="651" ind1=" " ind2="4"><subfield code="a">Deutschland</subfield></datafield><datafield tag="830" ind1=" " ind2="0"><subfield code="a">National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series</subfield><subfield code="v">4596</subfield><subfield code="w">(DE-604)BV002801238</subfield><subfield code="9">4596</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-006294843</subfield></datafield></record></collection> |
| geographic | Deutschland |
| geographic_facet | Deutschland |
| id | DE-604.BV009532879 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T17:36:38Z |
| institution | BVB |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-006294843 |
| oclc_num | 29816128 |
| open_access_boolean | |
| owner | DE-19 DE-BY-UBM DE-521 |
| owner_facet | DE-19 DE-BY-UBM DE-521 |
| physical | 41, [13] S. graph. Darst. |
| publishDate | 1993 |
| publishDateSearch | 1993 |
| publishDateSort | 1993 |
| record_format | marc |
| series | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series |
| series2 | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series |
| spelling | Bates, David S. Verfasser aut Jumps and stochastic volatility exchange rate processes implicit in PHLX Deutschemark options David S. Bates Cambridge, MA 1993 41, [13] S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series 4596 Mathematisches Modell Foreign exchange Germany Mathematical models Deutschland National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series 4596 (DE-604)BV002801238 4596 |
| spellingShingle | Bates, David S. Jumps and stochastic volatility exchange rate processes implicit in PHLX Deutschemark options National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series Mathematisches Modell Foreign exchange Germany Mathematical models |
| title | Jumps and stochastic volatility exchange rate processes implicit in PHLX Deutschemark options |
| title_auth | Jumps and stochastic volatility exchange rate processes implicit in PHLX Deutschemark options |
| title_exact_search | Jumps and stochastic volatility exchange rate processes implicit in PHLX Deutschemark options |
| title_full | Jumps and stochastic volatility exchange rate processes implicit in PHLX Deutschemark options David S. Bates |
| title_fullStr | Jumps and stochastic volatility exchange rate processes implicit in PHLX Deutschemark options David S. Bates |
| title_full_unstemmed | Jumps and stochastic volatility exchange rate processes implicit in PHLX Deutschemark options David S. Bates |
| title_short | Jumps and stochastic volatility |
| title_sort | jumps and stochastic volatility exchange rate processes implicit in phlx deutschemark options |
| title_sub | exchange rate processes implicit in PHLX Deutschemark options |
| topic | Mathematisches Modell Foreign exchange Germany Mathematical models |
| topic_facet | Mathematisches Modell Foreign exchange Germany Mathematical models Deutschland |
| volume_link | (DE-604)BV002801238 |
| work_keys_str_mv | AT batesdavids jumpsandstochasticvolatilityexchangerateprocessesimplicitinphlxdeutschemarkoptions |