Derivatives in financial markets with stochastic volatility:
Gespeichert in:
Hauptverfasser: | , , |
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Format: | Buch |
Sprache: | English |
Veröffentlicht: |
Cambridge [u.a.]
Cambridge Univ. Press
2001
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Ausgabe: | Repr. |
Schlagworte: | |
Beschreibung: | XIV, 201 S. graph. Darst. |
ISBN: | 0521791634 |
Internformat
MARC
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003 | DE-604 | ||
005 | 20041215 | ||
007 | t| | ||
008 | 011121s2001 xx d||| |||| 00||| eng d | ||
020 | |a 0521791634 |9 0-521-79163-4 | ||
035 | |a (OCoLC)175130235 | ||
035 | |a (DE-599)BVBBV014017588 | ||
040 | |a DE-604 |b ger |e rakwb | ||
041 | 0 | |a eng | |
049 | |a DE-19 |a DE-384 |a DE-91G |a DE-11 | ||
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084 | |a WIR 170f |2 stub | ||
100 | 1 | |a Fouque, Jean-Pierre |e Verfasser |4 aut | |
245 | 1 | 0 | |a Derivatives in financial markets with stochastic volatility |c Jean-Pierre Fouque ; George Papanicolaou ; K. Ronnie Sircar |
250 | |a Repr. | ||
264 | 1 | |a Cambridge [u.a.] |b Cambridge Univ. Press |c 2001 | |
300 | |a XIV, 201 S. |b graph. Darst. | ||
336 | |b txt |2 rdacontent | ||
337 | |b n |2 rdamedia | ||
338 | |b nc |2 rdacarrier | ||
650 | 0 | 7 | |a Stochastische Analysis |0 (DE-588)4132272-1 |2 gnd |9 rswk-swf |
650 | 0 | 7 | |a Derivat |g Wertpapier |0 (DE-588)4381572-8 |2 gnd |9 rswk-swf |
650 | 0 | 7 | |a Preisbildung |0 (DE-588)4047103-2 |2 gnd |9 rswk-swf |
650 | 0 | 7 | |a Mathematisches Modell |0 (DE-588)4114528-8 |2 gnd |9 rswk-swf |
650 | 0 | 7 | |a Statistisches Modell |0 (DE-588)4121722-6 |2 gnd |9 rswk-swf |
650 | 0 | 7 | |a Volatilität |0 (DE-588)4268390-7 |2 gnd |9 rswk-swf |
689 | 0 | 0 | |a Derivat |g Wertpapier |0 (DE-588)4381572-8 |D s |
689 | 0 | 1 | |a Volatilität |0 (DE-588)4268390-7 |D s |
689 | 0 | 2 | |a Statistisches Modell |0 (DE-588)4121722-6 |D s |
689 | 0 | |5 DE-604 | |
689 | 1 | 0 | |a Derivat |g Wertpapier |0 (DE-588)4381572-8 |D s |
689 | 1 | 1 | |a Preisbildung |0 (DE-588)4047103-2 |D s |
689 | 1 | 2 | |a Mathematisches Modell |0 (DE-588)4114528-8 |D s |
689 | 1 | |8 1\p |5 DE-604 | |
689 | 2 | 0 | |a Derivat |g Wertpapier |0 (DE-588)4381572-8 |D s |
689 | 2 | 1 | |a Volatilität |0 (DE-588)4268390-7 |D s |
689 | 2 | 2 | |a Stochastische Analysis |0 (DE-588)4132272-1 |D s |
689 | 2 | |8 2\p |5 DE-604 | |
700 | 1 | |a Papanicolaou, George |d 1943- |e Verfasser |0 (DE-588)171732456 |4 aut | |
700 | 1 | |a Sircar, K. Ronnie |e Verfasser |4 aut | |
883 | 1 | |8 1\p |a cgwrk |d 20201028 |q DE-101 |u https://d-nb.info/provenance/plan#cgwrk | |
883 | 1 | |8 2\p |a cgwrk |d 20201028 |q DE-101 |u https://d-nb.info/provenance/plan#cgwrk | |
943 | 1 | |a oai:aleph.bib-bvb.de:BVB01-009597787 |
Datensatz im Suchindex
_version_ | 1817681127483113472 |
---|---|
adam_text | |
any_adam_object | |
author | Fouque, Jean-Pierre Papanicolaou, George 1943- Sircar, K. Ronnie |
author_GND | (DE-588)171732456 |
author_facet | Fouque, Jean-Pierre Papanicolaou, George 1943- Sircar, K. Ronnie |
author_role | aut aut aut |
author_sort | Fouque, Jean-Pierre |
author_variant | j p f jpf g p gp k r s kr krs |
building | Verbundindex |
bvnumber | BV014017588 |
classification_rvk | QK 660 SK 850 SK 980 |
classification_tum | WIR 170f |
ctrlnum | (OCoLC)175130235 (DE-599)BVBBV014017588 |
dewey-full | 332.632 |
dewey-hundreds | 300 - Social sciences |
dewey-ones | 332 - Financial economics |
dewey-raw | 332.632 |
dewey-search | 332.632 |
dewey-sort | 3332.632 |
dewey-tens | 330 - Economics |
discipline | Mathematik Wirtschaftswissenschaften |
edition | Repr. |
format | Book |
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id | DE-604.BV014017588 |
illustrated | Illustrated |
indexdate | 2024-12-06T09:03:25Z |
institution | BVB |
isbn | 0521791634 |
language | English |
oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-009597787 |
oclc_num | 175130235 |
open_access_boolean | |
owner | DE-19 DE-BY-UBM DE-384 DE-91G DE-BY-TUM DE-11 |
owner_facet | DE-19 DE-BY-UBM DE-384 DE-91G DE-BY-TUM DE-11 |
physical | XIV, 201 S. graph. Darst. |
publishDate | 2001 |
publishDateSearch | 2001 |
publishDateSort | 2001 |
publisher | Cambridge Univ. Press |
record_format | marc |
spelling | Fouque, Jean-Pierre Verfasser aut Derivatives in financial markets with stochastic volatility Jean-Pierre Fouque ; George Papanicolaou ; K. Ronnie Sircar Repr. Cambridge [u.a.] Cambridge Univ. Press 2001 XIV, 201 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Stochastische Analysis (DE-588)4132272-1 gnd rswk-swf Derivat Wertpapier (DE-588)4381572-8 gnd rswk-swf Preisbildung (DE-588)4047103-2 gnd rswk-swf Mathematisches Modell (DE-588)4114528-8 gnd rswk-swf Statistisches Modell (DE-588)4121722-6 gnd rswk-swf Volatilität (DE-588)4268390-7 gnd rswk-swf Derivat Wertpapier (DE-588)4381572-8 s Volatilität (DE-588)4268390-7 s Statistisches Modell (DE-588)4121722-6 s DE-604 Preisbildung (DE-588)4047103-2 s Mathematisches Modell (DE-588)4114528-8 s 1\p DE-604 Stochastische Analysis (DE-588)4132272-1 s 2\p DE-604 Papanicolaou, George 1943- Verfasser (DE-588)171732456 aut Sircar, K. Ronnie Verfasser aut 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 2\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
spellingShingle | Fouque, Jean-Pierre Papanicolaou, George 1943- Sircar, K. Ronnie Derivatives in financial markets with stochastic volatility Stochastische Analysis (DE-588)4132272-1 gnd Derivat Wertpapier (DE-588)4381572-8 gnd Preisbildung (DE-588)4047103-2 gnd Mathematisches Modell (DE-588)4114528-8 gnd Statistisches Modell (DE-588)4121722-6 gnd Volatilität (DE-588)4268390-7 gnd |
subject_GND | (DE-588)4132272-1 (DE-588)4381572-8 (DE-588)4047103-2 (DE-588)4114528-8 (DE-588)4121722-6 (DE-588)4268390-7 |
title | Derivatives in financial markets with stochastic volatility |
title_auth | Derivatives in financial markets with stochastic volatility |
title_exact_search | Derivatives in financial markets with stochastic volatility |
title_full | Derivatives in financial markets with stochastic volatility Jean-Pierre Fouque ; George Papanicolaou ; K. Ronnie Sircar |
title_fullStr | Derivatives in financial markets with stochastic volatility Jean-Pierre Fouque ; George Papanicolaou ; K. Ronnie Sircar |
title_full_unstemmed | Derivatives in financial markets with stochastic volatility Jean-Pierre Fouque ; George Papanicolaou ; K. Ronnie Sircar |
title_short | Derivatives in financial markets with stochastic volatility |
title_sort | derivatives in financial markets with stochastic volatility |
topic | Stochastische Analysis (DE-588)4132272-1 gnd Derivat Wertpapier (DE-588)4381572-8 gnd Preisbildung (DE-588)4047103-2 gnd Mathematisches Modell (DE-588)4114528-8 gnd Statistisches Modell (DE-588)4121722-6 gnd Volatilität (DE-588)4268390-7 gnd |
topic_facet | Stochastische Analysis Derivat Wertpapier Preisbildung Mathematisches Modell Statistisches Modell Volatilität |
work_keys_str_mv | AT fouquejeanpierre derivativesinfinancialmarketswithstochasticvolatility AT papanicolaougeorge derivativesinfinancialmarketswithstochasticvolatility AT sircarkronnie derivativesinfinancialmarketswithstochasticvolatility |