Implementing option pricing models when asset returns are predictable:
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Cambridge, Mass.
1994
|
| Schriftenreihe: | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series
4720 |
| Schlagworte: | |
| Beschreibung: | 45 S. graph. Darst. |
Internformat
MARC
| LEADER | 00000nam a2200000 cb4500 | ||
|---|---|---|---|
| 001 | BV009754447 | ||
| 003 | DE-604 | ||
| 005 | 00000000000000.0 | ||
| 007 | t | ||
| 008 | 940810s1994 xxud||| |||| 00||| eng d | ||
| 035 | |a (OCoLC)30563496 | ||
| 035 | |a (DE-599)BVBBV009754447 | ||
| 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 HB1 | |
| 100 | 1 | |a Lo, Andrew W. |d 1960- |e Verfasser |0 (DE-588)124791433 |4 aut | |
| 245 | 1 | 0 | |a Implementing option pricing models when asset returns are predictable |c Andrew W. Lo ; Jiang Wang |
| 264 | 1 | |a Cambridge, Mass. |c 1994 | |
| 300 | |a 45 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 4720 | |
| 650 | 7 | |a Optiehandel |2 gtt | |
| 650 | 4 | |a Mathematisches Modell | |
| 650 | 4 | |a Finance |x Mathematical models | |
| 650 | 4 | |a Options (Finance) |x Mathematical models | |
| 700 | 1 | |a Wang, Jiang |e Verfasser |4 aut | |
| 830 | 0 | |a National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series |v 4720 |w (DE-604)BV002801238 |9 4720 | |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-006451680 | ||
Datensatz im Suchindex
| _version_ | 1804124100441931776 |
|---|---|
| any_adam_object | |
| author | Lo, Andrew W. 1960- Wang, Jiang |
| author_GND | (DE-588)124791433 |
| author_facet | Lo, Andrew W. 1960- Wang, Jiang |
| author_role | aut aut |
| author_sort | Lo, Andrew W. 1960- |
| author_variant | a w l aw awl j w jw |
| building | Verbundindex |
| bvnumber | BV009754447 |
| callnumber-first | H - Social Science |
| callnumber-label | HB1 |
| callnumber-raw | HB1 |
| callnumber-search | HB1 |
| callnumber-sort | HB 11 |
| callnumber-subject | HB - Economic Theory and Demography |
| ctrlnum | (OCoLC)30563496 (DE-599)BVBBV009754447 |
| format | Book |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>01226nam a2200349 cb4500</leader><controlfield tag="001">BV009754447</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">00000000000000.0</controlfield><controlfield tag="007">t</controlfield><controlfield tag="008">940810s1994 xxud||| |||| 00||| eng d</controlfield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)30563496</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV009754447</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">HB1</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Lo, Andrew W.</subfield><subfield code="d">1960-</subfield><subfield code="e">Verfasser</subfield><subfield code="0">(DE-588)124791433</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Implementing option pricing models when asset returns are predictable</subfield><subfield code="c">Andrew W. Lo ; Jiang Wang</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Cambridge, Mass.</subfield><subfield code="c">1994</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">45 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">4720</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Optiehandel</subfield><subfield code="2">gtt</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Mathematisches Modell</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Finance</subfield><subfield code="x">Mathematical models</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Options (Finance)</subfield><subfield code="x">Mathematical models</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Wang, Jiang</subfield><subfield code="e">Verfasser</subfield><subfield code="4">aut</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">4720</subfield><subfield code="w">(DE-604)BV002801238</subfield><subfield code="9">4720</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-006451680</subfield></datafield></record></collection> |
| id | DE-604.BV009754447 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T17:40:18Z |
| institution | BVB |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-006451680 |
| oclc_num | 30563496 |
| open_access_boolean | |
| owner | DE-19 DE-BY-UBM DE-521 |
| owner_facet | DE-19 DE-BY-UBM DE-521 |
| physical | 45 S. graph. Darst. |
| publishDate | 1994 |
| publishDateSearch | 1994 |
| publishDateSort | 1994 |
| 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 | Lo, Andrew W. 1960- Verfasser (DE-588)124791433 aut Implementing option pricing models when asset returns are predictable Andrew W. Lo ; Jiang Wang Cambridge, Mass. 1994 45 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series 4720 Optiehandel gtt Mathematisches Modell Finance Mathematical models Options (Finance) Mathematical models Wang, Jiang Verfasser aut National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series 4720 (DE-604)BV002801238 4720 |
| spellingShingle | Lo, Andrew W. 1960- Wang, Jiang Implementing option pricing models when asset returns are predictable National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series Optiehandel gtt Mathematisches Modell Finance Mathematical models Options (Finance) Mathematical models |
| title | Implementing option pricing models when asset returns are predictable |
| title_auth | Implementing option pricing models when asset returns are predictable |
| title_exact_search | Implementing option pricing models when asset returns are predictable |
| title_full | Implementing option pricing models when asset returns are predictable Andrew W. Lo ; Jiang Wang |
| title_fullStr | Implementing option pricing models when asset returns are predictable Andrew W. Lo ; Jiang Wang |
| title_full_unstemmed | Implementing option pricing models when asset returns are predictable Andrew W. Lo ; Jiang Wang |
| title_short | Implementing option pricing models when asset returns are predictable |
| title_sort | implementing option pricing models when asset returns are predictable |
| topic | Optiehandel gtt Mathematisches Modell Finance Mathematical models Options (Finance) Mathematical models |
| topic_facet | Optiehandel Mathematisches Modell Finance Mathematical models Options (Finance) Mathematical models |
| volume_link | (DE-604)BV002801238 |
| work_keys_str_mv | AT loandreww implementingoptionpricingmodelswhenassetreturnsarepredictable AT wangjiang implementingoptionpricingmodelswhenassetreturnsarepredictable |