Mathematical finance: Bachelier Congress, 2000, selected papers from the First World Congress of the Bachelier Finance Society, Paris, June 29 - July 1, 2000
Saved in:
| Format: | Book |
|---|---|
| Language: | English |
| Published: |
Berlin [u.a.]
Springer
2002
|
| Series: | Springer finance
|
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Physical Description: | X, 521 S. graph. Darst. |
| ISBN: | 354067781X |
Staff View
MARC
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| 245 | 1 | 0 | |a Mathematical finance |b Bachelier Congress, 2000, selected papers from the First World Congress of the Bachelier Finance Society, Paris, June 29 - July 1, 2000 |c Helyette Geman ... (ed.) |
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| 650 | 7 | |a Wiskundige modellen |2 gtt | |
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| 650 | 4 | |a Financial futures |v Congresses | |
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Record in the Search Index
| _version_ | 1804128700518629376 |
|---|---|
| adam_text | Table
of
Contents
Bachelier
and His
Times: A Conversation
with
Bernard Bru
............ 1
M.S. Taqqu
Modem Finance
Theory Within One Lifetime
...........................
Ąl
P.
Samuelson
Future Possibilities in Finance Theory and Finance Practice
............
Ą7
R.C. Merton
Brownian Motion and the General Diffusion: Scale
&
Clock
............. 75
H.P. McKean
Rare Events, Large Deviations
.......................................... 85
S.R.S.
Varadhan
Conquering the Greeks in Monte Carlo: Efficient Calculation
of the Market Sensitivities and Hedge-Ratios of Financial Assets
by Direct Numerical Simulation
........................................ 93
M.
Avellaneda,
R.
Gamba
On the Term Structure of Futures and Forward Prices
..................
Ill
T. Björk, C.
Landen
Displaced and Mixture
Diffusions
for Analytically-Tractable Smile Models
.................................151
D.
Brigo,
F.
Mercurio
The Theory of Good-Deal Pricing in Financial Markets
.................175
A. Černý, S.
Hodges
Spread Option Valuation and the Fast Fourier Transform
...............203
M.A.H. Dempster, S.S.G. Hong
The Law of Geometric Brownian Motion and its Integral, Revisited;
Application to Conditional Moments
....................................221
C.
Donati-Martin,
H. Matsumoto, M. Yor
X Table of Contents
The Generalized Hyperbolic Model: Financial Derivatives
and Risk Measures
.....................................................245
E. Eberlein, K. Prause
Using the Hull and White Two-Factor Model
in Bank Treasury Risk Management
....................................269
R.J. Elliott, J. Van
der Hoek
Default Risk and Hazard Process
.......................................281
M. Jeanblanc, M. Rutkowski
Utility-Based Derivative Pricing in Incomplete Markets
.................313
J. Kallsen
Pricing Credit Derivatives in Credit Classes Frameworks
................339
F. Moraux, P.
Navatte
An
Autoregressive
Conditional Binomial Option Pricing Model
..........353
J.-L. Prigent, O. Renault, O. Scaillet
Markov Chains and the Potential Approach to Modelling Interest Rates
and Exchange Rates
....................................................375
L.C.G. Rogers, F.A. Yousaf
Theory and Calibration of HJM with Shape Factors
.....................407
A. Roncoroni, P. Guiotto
Optimal Investment in Incomplete Financial Markets
...................427
W.
Schachermayer
Evaluating Investments in Disruptive Technologies
......................463
E. Schwartz, C. Zozaya-Gorostiza
Quickest Detection Problems in the Technical Analysis
of the Financial Data
...................................................487
A. Shiryaev
|
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| bvnumber | BV013865479 |
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| callnumber-raw | HG6024.3 |
| callnumber-search | HG6024.3 |
| callnumber-sort | HG 46024.3 |
| callnumber-subject | HG - Finance |
| classification_rvk | QP 890 |
| classification_tum | MAT 902f WIR 522f |
| ctrlnum | (OCoLC)47791042 (DE-599)BVBBV013865479 |
| dewey-full | 332.64/5 |
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| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.64/5 |
| dewey-search | 332.64/5 |
| dewey-sort | 3332.64 15 |
| dewey-tens | 330 - Economics |
| discipline | Mathematik Wirtschaftswissenschaften |
| format | Book |
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| genre_facet | Konferenzschrift 2000 Paris |
| id | DE-604.BV013865479 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T18:53:25Z |
| institution | BVB |
| institution_GND | (DE-588)10024337-X |
| isbn | 354067781X |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-009484262 |
| oclc_num | 47791042 |
| open_access_boolean | |
| owner | DE-703 DE-473 DE-BY-UBG DE-N2 DE-29T DE-19 DE-BY-UBM DE-91G DE-BY-TUM DE-188 |
| owner_facet | DE-703 DE-473 DE-BY-UBG DE-N2 DE-29T DE-19 DE-BY-UBM DE-91G DE-BY-TUM DE-188 |
| physical | X, 521 S. graph. Darst. |
| publishDate | 2002 |
| publishDateSearch | 2002 |
| publishDateSort | 2002 |
| publisher | Springer |
| record_format | marc |
| series2 | Springer finance |
| spelling | Mathematical finance Bachelier Congress, 2000, selected papers from the First World Congress of the Bachelier Finance Society, Paris, June 29 - July 1, 2000 Helyette Geman ... (ed.) Berlin [u.a.] Springer 2002 X, 521 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Springer finance Brownianisme gtt Futures gtt Marché financier rasuqam Marché à terme d'instruments financiers rasuqam Mathématique financière rasuqam Opties gtt Speculatie gtt Spéculation rasuqam Waarschijnlijkheidstheorie gtt Wiskundige modellen gtt Brownian motion processes Congresses Financial futures Congresses Speculation Congresses Zinsänderungsrisiko (DE-588)4067851-9 gnd rswk-swf Finanzinnovation (DE-588)4124975-6 gnd rswk-swf Kreditmarkt (DE-588)4073788-3 gnd rswk-swf Finanzierungstheorie (DE-588)4154418-3 gnd rswk-swf Finanzmathematik (DE-588)4017195-4 gnd rswk-swf (DE-588)1071861417 Konferenzschrift 2000 Paris gnd-content Kreditmarkt (DE-588)4073788-3 s Finanzierungstheorie (DE-588)4154418-3 s DE-188 Finanzinnovation (DE-588)4124975-6 s Zinsänderungsrisiko (DE-588)4067851-9 s Finanzmathematik (DE-588)4017195-4 s Geman, Hélyette Sonstige oth Bachelier Finance Society Sonstige (DE-588)10024337-X oth Digitalisierung TU Muenchen application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=009484262&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Mathematical finance Bachelier Congress, 2000, selected papers from the First World Congress of the Bachelier Finance Society, Paris, June 29 - July 1, 2000 Brownianisme gtt Futures gtt Marché financier rasuqam Marché à terme d'instruments financiers rasuqam Mathématique financière rasuqam Opties gtt Speculatie gtt Spéculation rasuqam Waarschijnlijkheidstheorie gtt Wiskundige modellen gtt Brownian motion processes Congresses Financial futures Congresses Speculation Congresses Zinsänderungsrisiko (DE-588)4067851-9 gnd Finanzinnovation (DE-588)4124975-6 gnd Kreditmarkt (DE-588)4073788-3 gnd Finanzierungstheorie (DE-588)4154418-3 gnd Finanzmathematik (DE-588)4017195-4 gnd |
| subject_GND | (DE-588)4067851-9 (DE-588)4124975-6 (DE-588)4073788-3 (DE-588)4154418-3 (DE-588)4017195-4 (DE-588)1071861417 |
| title | Mathematical finance Bachelier Congress, 2000, selected papers from the First World Congress of the Bachelier Finance Society, Paris, June 29 - July 1, 2000 |
| title_auth | Mathematical finance Bachelier Congress, 2000, selected papers from the First World Congress of the Bachelier Finance Society, Paris, June 29 - July 1, 2000 |
| title_exact_search | Mathematical finance Bachelier Congress, 2000, selected papers from the First World Congress of the Bachelier Finance Society, Paris, June 29 - July 1, 2000 |
| title_full | Mathematical finance Bachelier Congress, 2000, selected papers from the First World Congress of the Bachelier Finance Society, Paris, June 29 - July 1, 2000 Helyette Geman ... (ed.) |
| title_fullStr | Mathematical finance Bachelier Congress, 2000, selected papers from the First World Congress of the Bachelier Finance Society, Paris, June 29 - July 1, 2000 Helyette Geman ... (ed.) |
| title_full_unstemmed | Mathematical finance Bachelier Congress, 2000, selected papers from the First World Congress of the Bachelier Finance Society, Paris, June 29 - July 1, 2000 Helyette Geman ... (ed.) |
| title_short | Mathematical finance |
| title_sort | mathematical finance bachelier congress 2000 selected papers from the first world congress of the bachelier finance society paris june 29 july 1 2000 |
| title_sub | Bachelier Congress, 2000, selected papers from the First World Congress of the Bachelier Finance Society, Paris, June 29 - July 1, 2000 |
| topic | Brownianisme gtt Futures gtt Marché financier rasuqam Marché à terme d'instruments financiers rasuqam Mathématique financière rasuqam Opties gtt Speculatie gtt Spéculation rasuqam Waarschijnlijkheidstheorie gtt Wiskundige modellen gtt Brownian motion processes Congresses Financial futures Congresses Speculation Congresses Zinsänderungsrisiko (DE-588)4067851-9 gnd Finanzinnovation (DE-588)4124975-6 gnd Kreditmarkt (DE-588)4073788-3 gnd Finanzierungstheorie (DE-588)4154418-3 gnd Finanzmathematik (DE-588)4017195-4 gnd |
| topic_facet | Brownianisme Futures Marché financier Marché à terme d'instruments financiers Mathématique financière Opties Speculatie Spéculation Waarschijnlijkheidstheorie Wiskundige modellen Brownian motion processes Congresses Financial futures Congresses Speculation Congresses Zinsänderungsrisiko Finanzinnovation Kreditmarkt Finanzierungstheorie Finanzmathematik Konferenzschrift 2000 Paris |
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