Quasi-Monte Carlo methods in finance and insurance:
Gespeichert in:
Format: | Buch |
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Sprache: | English |
Veröffentlicht: |
Graz
Fachbibl. für Mathematik
2002
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Schriftenreihe: | Grazer mathematische Berichte
345 |
Schlagworte: | |
Online-Zugang: | Inhaltsverzeichnis |
Beschreibung: | VI, 129 S. graph. Darst. |
Internformat
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Datensatz im Suchindex
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adam_text | INHALTSVERZEICHNIS
HARTINGER, JUERGEN / PREDOTA, MARTIN
PRICING ASIAN OPTIONS IN THE HYPERBOLIC MODEL: A FAST QUASI-MONTE CARLO
APPROACH
S. 1-
ALBRECHER, HANSJOERG / PREDOTA, MARTIN
BOUNDS AND APPROXIMATIONS FOR DISCRETE ASIAN OPTIONS IN A VARIANCE-GAMMA
MODEL
S. 35-
HATZL, JOHANNES
VALUE AT RISK - A MATHEMATICAL SURVEY AND SIMULATION METHODS
S. 59-
ALBRECHER, HANSJOERG / KAINHOFER, REINHOLD / TICHY, ROBERT F.
EFFICIENT SIMULATION TECHNIQUES FOR A GENERALIZED RUIN MODEL
S. 79-
KAINHOFER, REINHOLD / TICHY, ROBERT F.
QMC METHODS FOR THE SOLUTION OF DIFFERENTIAL EQUATIONS WITH MULTIPLE
DELAYED ARGUMENTS
S. 111-
INHALTSVERZEICHNIS ALS PDF
2000- OESTERR. BIBLIOTHEKENVERBUND & SERVICE GMBH [HTML 4.0 /
GENERATED: 2008.01.17]
|
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classification_rvk | SI 198 |
classification_tum | WIR 945f WIR 405f MAT 902f MAT 629f |
ctrlnum | (OCoLC)249537001 (DE-599)BVBBV016406949 |
discipline | Mathematik Wirtschaftswissenschaften |
format | Book |
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institution | BVB |
language | English |
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physical | VI, 129 S. graph. Darst. |
publishDate | 2002 |
publishDateSearch | 2002 |
publishDateSort | 2002 |
publisher | Fachbibl. für Mathematik |
record_format | marc |
series | Grazer mathematische Berichte |
series2 | Grazer mathematische Berichte |
spelling | Quasi-Monte Carlo methods in finance and insurance Robert Tichy (ed.) Graz Fachbibl. für Mathematik 2002 VI, 129 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Grazer mathematische Berichte 345 Approximation (DE-588)4002498-2 gnd rswk-swf Finanzmathematik (DE-588)4017195-4 gnd rswk-swf Monte-Carlo-Simulation (DE-588)4240945-7 gnd rswk-swf Versicherungsmathematik (DE-588)4063194-1 gnd rswk-swf Monte-Carlo-Simulation (DE-588)4240945-7 s Approximation (DE-588)4002498-2 s Finanzmathematik (DE-588)4017195-4 s Versicherungsmathematik (DE-588)4063194-1 s DE-604 Tichy, Robert F. 1957- Sonstige (DE-588)131835769 oth Grazer mathematische Berichte 345 (DE-604)BV008016881 345 OEBV Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=010148806&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
spellingShingle | Quasi-Monte Carlo methods in finance and insurance Grazer mathematische Berichte Approximation (DE-588)4002498-2 gnd Finanzmathematik (DE-588)4017195-4 gnd Monte-Carlo-Simulation (DE-588)4240945-7 gnd Versicherungsmathematik (DE-588)4063194-1 gnd |
subject_GND | (DE-588)4002498-2 (DE-588)4017195-4 (DE-588)4240945-7 (DE-588)4063194-1 |
title | Quasi-Monte Carlo methods in finance and insurance |
title_auth | Quasi-Monte Carlo methods in finance and insurance |
title_exact_search | Quasi-Monte Carlo methods in finance and insurance |
title_full | Quasi-Monte Carlo methods in finance and insurance Robert Tichy (ed.) |
title_fullStr | Quasi-Monte Carlo methods in finance and insurance Robert Tichy (ed.) |
title_full_unstemmed | Quasi-Monte Carlo methods in finance and insurance Robert Tichy (ed.) |
title_short | Quasi-Monte Carlo methods in finance and insurance |
title_sort | quasi monte carlo methods in finance and insurance |
topic | Approximation (DE-588)4002498-2 gnd Finanzmathematik (DE-588)4017195-4 gnd Monte-Carlo-Simulation (DE-588)4240945-7 gnd Versicherungsmathematik (DE-588)4063194-1 gnd |
topic_facet | Approximation Finanzmathematik Monte-Carlo-Simulation Versicherungsmathematik |
url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=010148806&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
volume_link | (DE-604)BV008016881 |
work_keys_str_mv | AT tichyrobertf quasimontecarlomethodsinfinanceandinsurance |