Non-Gaussian Merton-Black-Scholes theory:
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
New Jersey [u.a.]
World Scientific
2002
|
| Schriftenreihe: | Advanced series on statistical science & applied probability
9 |
| Schlagworte: | |
| Beschreibung: | Invcludes bibliographical references (p. 385-392) and index |
| Beschreibung: | XXI, 398 S. graph. Darst. |
| ISBN: | 9810249446 |
Internformat
MARC
| LEADER | 00000nam a2200000zcb4500 | ||
|---|---|---|---|
| 001 | BV014701479 | ||
| 003 | DE-604 | ||
| 005 | 20090714 | ||
| 007 | t | ||
| 008 | 020903s2002 si d||| |||| 00||| eng d | ||
| 010 | |a 2002510652 | ||
| 020 | |a 9810249446 |9 981-02-4944-6 | ||
| 035 | |a (OCoLC)614699443 | ||
| 035 | |a (DE-599)BVBBV014701479 | ||
| 040 | |a DE-604 |b ger |e aacr | ||
| 041 | 0 | |a eng | |
| 044 | |a si |c SG | ||
| 049 | |a DE-19 |a DE-91G |a DE-384 | ||
| 050 | 0 | |a HG106 | |
| 082 | 0 | |a 519.2/3 |2 21 | |
| 084 | |a QK 660 |0 (DE-625)141676: |2 rvk | ||
| 084 | |a WIR 170f |2 stub | ||
| 100 | 1 | |a Boyarchenko, Svetlana |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a Non-Gaussian Merton-Black-Scholes theory |c Svetlana I. Boyarchenko ; Sergei Z. Levendorskiĭ |
| 264 | 1 | |a New Jersey [u.a.] |b World Scientific |c 2002 | |
| 300 | |a XXI, 398 S. |b graph. Darst. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 490 | 1 | |a Advanced series on statistical science & applied probability |v 9 | |
| 500 | |a Invcludes bibliographical references (p. 385-392) and index | ||
| 650 | 7 | |a Finance |2 rasuqam | |
| 650 | 4 | |a Finances - Modèles mathématiques | |
| 650 | 7 | |a Finanças (modelos matemáticos) |2 larpcal | |
| 650 | 7 | |a Modèle mathématique |2 rasuqam | |
| 650 | 7 | |a Option (Finances) |2 rasuqam | |
| 650 | 7 | |a Processos estocasticos |2 larpcal | |
| 650 | 7 | |a Processos gaussianos |2 larpcal | |
| 650 | 4 | |a Mathematisches Modell | |
| 650 | 4 | |a Finance |x Mathematical models | |
| 650 | 0 | 7 | |a Black-Scholes-Modell |0 (DE-588)4206283-4 |2 gnd |9 rswk-swf |
| 689 | 0 | 0 | |a Black-Scholes-Modell |0 (DE-588)4206283-4 |D s |
| 689 | 0 | |5 DE-604 | |
| 700 | 1 | |a Levendorskij, Sergej Z. |d 1951- |e Verfasser |0 (DE-588)13349876X |4 aut | |
| 830 | 0 | |a Advanced series on statistical science & applied probability |v 9 |w (DE-604)BV011932321 |9 9 | |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-009967964 | ||
Datensatz im Suchindex
| _version_ | 1804129444287217664 |
|---|---|
| any_adam_object | |
| author | Boyarchenko, Svetlana Levendorskij, Sergej Z. 1951- |
| author_GND | (DE-588)13349876X |
| author_facet | Boyarchenko, Svetlana Levendorskij, Sergej Z. 1951- |
| author_role | aut aut |
| author_sort | Boyarchenko, Svetlana |
| author_variant | s b sb s z l sz szl |
| building | Verbundindex |
| bvnumber | BV014701479 |
| callnumber-first | H - Social Science |
| callnumber-label | HG106 |
| callnumber-raw | HG106 |
| callnumber-search | HG106 |
| callnumber-sort | HG 3106 |
| callnumber-subject | HG - Finance |
| classification_rvk | QK 660 |
| classification_tum | WIR 170f |
| ctrlnum | (OCoLC)614699443 (DE-599)BVBBV014701479 |
| dewey-full | 519.2/3 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 519 - Probabilities and applied mathematics |
| dewey-raw | 519.2/3 |
| dewey-search | 519.2/3 |
| dewey-sort | 3519.2 13 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik Wirtschaftswissenschaften |
| format | Book |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>01858nam a2200517zcb4500</leader><controlfield tag="001">BV014701479</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20090714 </controlfield><controlfield tag="007">t</controlfield><controlfield tag="008">020903s2002 si d||| |||| 00||| eng d</controlfield><datafield tag="010" ind1=" " ind2=" "><subfield code="a">2002510652</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9810249446</subfield><subfield code="9">981-02-4944-6</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)614699443</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV014701479</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">aacr</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="044" ind1=" " ind2=" "><subfield code="a">si</subfield><subfield code="c">SG</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-19</subfield><subfield code="a">DE-91G</subfield><subfield code="a">DE-384</subfield></datafield><datafield tag="050" ind1=" " ind2="0"><subfield code="a">HG106</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">519.2/3</subfield><subfield code="2">21</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QK 660</subfield><subfield code="0">(DE-625)141676:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">WIR 170f</subfield><subfield code="2">stub</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Boyarchenko, Svetlana</subfield><subfield code="e">Verfasser</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Non-Gaussian Merton-Black-Scholes theory</subfield><subfield code="c">Svetlana I. Boyarchenko ; Sergei Z. Levendorskiĭ</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">New Jersey [u.a.]</subfield><subfield code="b">World Scientific</subfield><subfield code="c">2002</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">XXI, 398 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">Advanced series on statistical science & applied probability</subfield><subfield code="v">9</subfield></datafield><datafield tag="500" ind1=" " ind2=" "><subfield code="a">Invcludes bibliographical references (p. 385-392) and index</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Finance</subfield><subfield code="2">rasuqam</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Finances - Modèles mathématiques</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Finanças (modelos matemáticos)</subfield><subfield code="2">larpcal</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Modèle mathématique</subfield><subfield code="2">rasuqam</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Option (Finances)</subfield><subfield code="2">rasuqam</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Processos estocasticos</subfield><subfield code="2">larpcal</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Processos gaussianos</subfield><subfield code="2">larpcal</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="0" ind2="7"><subfield code="a">Black-Scholes-Modell</subfield><subfield code="0">(DE-588)4206283-4</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">Black-Scholes-Modell</subfield><subfield code="0">(DE-588)4206283-4</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="5">DE-604</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Levendorskij, Sergej Z.</subfield><subfield code="d">1951-</subfield><subfield code="e">Verfasser</subfield><subfield code="0">(DE-588)13349876X</subfield><subfield code="4">aut</subfield></datafield><datafield tag="830" ind1=" " ind2="0"><subfield code="a">Advanced series on statistical science & applied probability</subfield><subfield code="v">9</subfield><subfield code="w">(DE-604)BV011932321</subfield><subfield code="9">9</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-009967964</subfield></datafield></record></collection> |
| id | DE-604.BV014701479 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T19:05:14Z |
| institution | BVB |
| isbn | 9810249446 |
| language | English |
| lccn | 2002510652 |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-009967964 |
| oclc_num | 614699443 |
| open_access_boolean | |
| owner | DE-19 DE-BY-UBM DE-91G DE-BY-TUM DE-384 |
| owner_facet | DE-19 DE-BY-UBM DE-91G DE-BY-TUM DE-384 |
| physical | XXI, 398 S. graph. Darst. |
| publishDate | 2002 |
| publishDateSearch | 2002 |
| publishDateSort | 2002 |
| publisher | World Scientific |
| record_format | marc |
| series | Advanced series on statistical science & applied probability |
| series2 | Advanced series on statistical science & applied probability |
| spelling | Boyarchenko, Svetlana Verfasser aut Non-Gaussian Merton-Black-Scholes theory Svetlana I. Boyarchenko ; Sergei Z. Levendorskiĭ New Jersey [u.a.] World Scientific 2002 XXI, 398 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Advanced series on statistical science & applied probability 9 Invcludes bibliographical references (p. 385-392) and index Finance rasuqam Finances - Modèles mathématiques Finanças (modelos matemáticos) larpcal Modèle mathématique rasuqam Option (Finances) rasuqam Processos estocasticos larpcal Processos gaussianos larpcal Mathematisches Modell Finance Mathematical models Black-Scholes-Modell (DE-588)4206283-4 gnd rswk-swf Black-Scholes-Modell (DE-588)4206283-4 s DE-604 Levendorskij, Sergej Z. 1951- Verfasser (DE-588)13349876X aut Advanced series on statistical science & applied probability 9 (DE-604)BV011932321 9 |
| spellingShingle | Boyarchenko, Svetlana Levendorskij, Sergej Z. 1951- Non-Gaussian Merton-Black-Scholes theory Advanced series on statistical science & applied probability Finance rasuqam Finances - Modèles mathématiques Finanças (modelos matemáticos) larpcal Modèle mathématique rasuqam Option (Finances) rasuqam Processos estocasticos larpcal Processos gaussianos larpcal Mathematisches Modell Finance Mathematical models Black-Scholes-Modell (DE-588)4206283-4 gnd |
| subject_GND | (DE-588)4206283-4 |
| title | Non-Gaussian Merton-Black-Scholes theory |
| title_auth | Non-Gaussian Merton-Black-Scholes theory |
| title_exact_search | Non-Gaussian Merton-Black-Scholes theory |
| title_full | Non-Gaussian Merton-Black-Scholes theory Svetlana I. Boyarchenko ; Sergei Z. Levendorskiĭ |
| title_fullStr | Non-Gaussian Merton-Black-Scholes theory Svetlana I. Boyarchenko ; Sergei Z. Levendorskiĭ |
| title_full_unstemmed | Non-Gaussian Merton-Black-Scholes theory Svetlana I. Boyarchenko ; Sergei Z. Levendorskiĭ |
| title_short | Non-Gaussian Merton-Black-Scholes theory |
| title_sort | non gaussian merton black scholes theory |
| topic | Finance rasuqam Finances - Modèles mathématiques Finanças (modelos matemáticos) larpcal Modèle mathématique rasuqam Option (Finances) rasuqam Processos estocasticos larpcal Processos gaussianos larpcal Mathematisches Modell Finance Mathematical models Black-Scholes-Modell (DE-588)4206283-4 gnd |
| topic_facet | Finance Finances - Modèles mathématiques Finanças (modelos matemáticos) Modèle mathématique Option (Finances) Processos estocasticos Processos gaussianos Mathematisches Modell Finance Mathematical models Black-Scholes-Modell |
| volume_link | (DE-604)BV011932321 |
| work_keys_str_mv | AT boyarchenkosvetlana nongaussianmertonblackscholestheory AT levendorskijsergejz nongaussianmertonblackscholestheory |