Volatility and correlation: in the pricing of equity, FX and interest rate options
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Chichester [u.a.]
Wiley
1999
|
| Schriftenreihe: | Wiley series in financial engineering
|
| Schlagworte: | |
| Online-Zugang: | Publisher description Table of Contents |
| Beschreibung: | XVII, 338 S. graph. Darst. |
| ISBN: | 0471899984 |
Internformat
MARC
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| 100 | 1 | |a Rebonato, Riccardo |e Verfasser |0 (DE-588)142802816 |4 aut | |
| 245 | 1 | 0 | |a Volatility and correlation |b in the pricing of equity, FX and interest rate options |c Riccardo Rebonato |
| 264 | 1 | |a Chichester [u.a.] |b Wiley |c 1999 | |
| 300 | |a XVII, 338 S. |b graph. Darst. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 490 | 0 | |a Wiley series in financial engineering | |
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| 650 | 7 | |a Options (finances) - Modèles mathématiques |2 ram | |
| 650 | 7 | |a Valeurs mobilières - Prix - Modèles mathématiques |2 ram | |
| 650 | 4 | |a Mathematisches Modell | |
| 650 | 4 | |a Options (Finance) -- Mathematical models | |
| 650 | 4 | |a Interest rate futures -- Mathematical models | |
| 650 | 4 | |a Securities -- Prices -- Mathematical models | |
| 650 | 0 | 7 | |a Finanzmathematik |0 (DE-588)4017195-4 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Korrelation |0 (DE-588)4165343-9 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Volatilität |0 (DE-588)4268390-7 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Mathematisches Modell |0 (DE-588)4114528-8 |2 gnd |9 rswk-swf |
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Datensatz im Suchindex
| _version_ | 1804127745962147840 |
|---|---|
| any_adam_object | |
| author | Rebonato, Riccardo |
| author_GND | (DE-588)142802816 |
| author_facet | Rebonato, Riccardo |
| author_role | aut |
| author_sort | Rebonato, Riccardo |
| author_variant | r r rr |
| building | Verbundindex |
| bvnumber | BV013047982 |
| callnumber-first | H - Social Science |
| callnumber-label | HG6024 |
| callnumber-raw | HG6024.A3R43 1999 |
| callnumber-search | HG6024.A3R43 1999 |
| callnumber-sort | HG 46024 A3 R43 41999 |
| callnumber-subject | HG - Finance |
| classification_rvk | QK 660 |
| classification_tum | MAT 902f WIR 160f |
| ctrlnum | (OCoLC)41504111 (DE-599)BVBBV013047982 |
| dewey-full | 332.63/2321 332.63/23 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.63/23 21 332.63/23 |
| dewey-search | 332.63/23 21 332.63/23 |
| dewey-sort | 3332.63 223 221 |
| dewey-tens | 330 - Economics |
| discipline | Mathematik Wirtschaftswissenschaften |
| format | Book |
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| id | DE-604.BV013047982 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T18:38:14Z |
| institution | BVB |
| isbn | 0471899984 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-008890159 |
| oclc_num | 41504111 |
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| owner_facet | DE-12 DE-739 DE-945 DE-1102 DE-91G DE-BY-TUM DE-521 |
| physical | XVII, 338 S. graph. Darst. |
| publishDate | 1999 |
| publishDateSearch | 1999 |
| publishDateSort | 1999 |
| publisher | Wiley |
| record_format | marc |
| series2 | Wiley series in financial engineering |
| spelling | Rebonato, Riccardo Verfasser (DE-588)142802816 aut Volatility and correlation in the pricing of equity, FX and interest rate options Riccardo Rebonato Chichester [u.a.] Wiley 1999 XVII, 338 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Wiley series in financial engineering Marchés à terme de taux d'intérêt - Modèles mathématiques ram Options (finance) - Modèles mathématiques ram Options (finances) - Modèles mathématiques ram Valeurs mobilières - Prix - Modèles mathématiques ram Mathematisches Modell Options (Finance) -- Mathematical models Interest rate futures -- Mathematical models Securities -- Prices -- Mathematical models Finanzmathematik (DE-588)4017195-4 gnd rswk-swf Korrelation (DE-588)4165343-9 gnd rswk-swf Volatilität (DE-588)4268390-7 gnd rswk-swf Mathematisches Modell (DE-588)4114528-8 gnd rswk-swf Optionspreistheorie (DE-588)4135346-8 gnd rswk-swf Optionspreistheorie (DE-588)4135346-8 s Volatilität (DE-588)4268390-7 s Korrelation (DE-588)4165343-9 s Mathematisches Modell (DE-588)4114528-8 s DE-604 Finanzmathematik (DE-588)4017195-4 s 1\p DE-604 http://www.loc.gov/catdir/description/wiley031/99035173.html Publisher description http://www.loc.gov/catdir/toc/onix01/99035173.html Table of Contents 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Rebonato, Riccardo Volatility and correlation in the pricing of equity, FX and interest rate options Marchés à terme de taux d'intérêt - Modèles mathématiques ram Options (finance) - Modèles mathématiques ram Options (finances) - Modèles mathématiques ram Valeurs mobilières - Prix - Modèles mathématiques ram Mathematisches Modell Options (Finance) -- Mathematical models Interest rate futures -- Mathematical models Securities -- Prices -- Mathematical models Finanzmathematik (DE-588)4017195-4 gnd Korrelation (DE-588)4165343-9 gnd Volatilität (DE-588)4268390-7 gnd Mathematisches Modell (DE-588)4114528-8 gnd Optionspreistheorie (DE-588)4135346-8 gnd |
| subject_GND | (DE-588)4017195-4 (DE-588)4165343-9 (DE-588)4268390-7 (DE-588)4114528-8 (DE-588)4135346-8 |
| title | Volatility and correlation in the pricing of equity, FX and interest rate options |
| title_auth | Volatility and correlation in the pricing of equity, FX and interest rate options |
| title_exact_search | Volatility and correlation in the pricing of equity, FX and interest rate options |
| title_full | Volatility and correlation in the pricing of equity, FX and interest rate options Riccardo Rebonato |
| title_fullStr | Volatility and correlation in the pricing of equity, FX and interest rate options Riccardo Rebonato |
| title_full_unstemmed | Volatility and correlation in the pricing of equity, FX and interest rate options Riccardo Rebonato |
| title_short | Volatility and correlation |
| title_sort | volatility and correlation in the pricing of equity fx and interest rate options |
| title_sub | in the pricing of equity, FX and interest rate options |
| topic | Marchés à terme de taux d'intérêt - Modèles mathématiques ram Options (finance) - Modèles mathématiques ram Options (finances) - Modèles mathématiques ram Valeurs mobilières - Prix - Modèles mathématiques ram Mathematisches Modell Options (Finance) -- Mathematical models Interest rate futures -- Mathematical models Securities -- Prices -- Mathematical models Finanzmathematik (DE-588)4017195-4 gnd Korrelation (DE-588)4165343-9 gnd Volatilität (DE-588)4268390-7 gnd Mathematisches Modell (DE-588)4114528-8 gnd Optionspreistheorie (DE-588)4135346-8 gnd |
| topic_facet | Marchés à terme de taux d'intérêt - Modèles mathématiques Options (finance) - Modèles mathématiques Options (finances) - Modèles mathématiques Valeurs mobilières - Prix - Modèles mathématiques Mathematisches Modell Options (Finance) -- Mathematical models Interest rate futures -- Mathematical models Securities -- Prices -- Mathematical models Finanzmathematik Korrelation Volatilität Optionspreistheorie |
| url | http://www.loc.gov/catdir/description/wiley031/99035173.html http://www.loc.gov/catdir/toc/onix01/99035173.html |
| work_keys_str_mv | AT rebonatoriccardo volatilityandcorrelationinthepricingofequityfxandinterestrateoptions |