An introduction to financial option valuation: mathematics, stochastics, and computation
Gespeichert in:
1. Verfasser: | |
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Format: | Buch |
Sprache: | English |
Veröffentlicht: |
Cambridge [u.a.]
Cambridge Univ. Press
2004
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Ausgabe: | 1. publ. |
Schlagworte: | |
Online-Zugang: | Publisher description Table of contents |
Beschreibung: | Hier auch später erschienene, unveränderte Nachdrucke |
Beschreibung: | XXI, 273 S. graph. Darst. |
ISBN: | 0521838843 0521547571 9780521547574 9780521838849 |
Internformat
MARC
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100 | 1 | |a Higham, Desmond J. |e Verfasser |4 aut | |
245 | 1 | 0 | |a An introduction to financial option valuation |b mathematics, stochastics, and computation |c Desmond J. Higham |
250 | |a 1. publ. | ||
264 | 1 | |a Cambridge [u.a.] |b Cambridge Univ. Press |c 2004 | |
300 | |a XXI, 273 S. |b graph. Darst. | ||
336 | |b txt |2 rdacontent | ||
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650 | 7 | |a Optiehandel |2 gtt | |
650 | 7 | |a Option (Finances) |2 rasuqam | |
650 | 4 | |a Options (Finances) - Prix - Modèles mathématiques | |
650 | 4 | |a Options (Finances) - Évaluation - Modèles mathématiques | |
650 | 7 | |a Prijzen (economie) |2 gtt | |
650 | 7 | |a Prix de l'option |2 rasuqam | |
650 | 7 | |a Taxatie |2 gtt | |
650 | 7 | |a Wiskundige modellen |2 gtt | |
650 | 7 | |a Évaluation |2 rasuqam | |
650 | 4 | |a Mathematisches Modell | |
650 | 4 | |a Derivative securities | |
650 | 4 | |a Options (Finance) |x Prices |x Mathematical models | |
650 | 4 | |a Options (Finance) |x Valuation |x Mathematical models | |
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Datensatz im Suchindex
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any_adam_object | |
author | Higham, Desmond J. |
author_facet | Higham, Desmond J. |
author_role | aut |
author_sort | Higham, Desmond J. |
author_variant | d j h dj djh |
building | Verbundindex |
bvnumber | BV017747772 |
callnumber-first | H - Social Science |
callnumber-label | HG6024 |
callnumber-raw | HG6024.A3 |
callnumber-search | HG6024.A3 |
callnumber-sort | HG 46024 A3 |
callnumber-subject | HG - Finance |
classification_rvk | QK 660 SK 980 |
ctrlnum | (OCoLC)53901306 (DE-599)BVBBV017747772 |
dewey-full | 332.64/53 332.63 |
dewey-hundreds | 300 - Social sciences |
dewey-ones | 332 - Financial economics |
dewey-raw | 332.64/53 332.63 |
dewey-search | 332.64/53 332.63 |
dewey-sort | 3332.64 253 |
dewey-tens | 330 - Economics |
discipline | Mathematik Wirtschaftswissenschaften |
edition | 1. publ. |
format | Book |
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id | DE-604.BV017747772 |
illustrated | Illustrated |
indexdate | 2024-07-09T19:21:26Z |
institution | BVB |
isbn | 0521838843 0521547571 9780521547574 9780521838849 |
language | English |
lccn | 2003069572 |
oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-010664379 |
oclc_num | 53901306 |
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owner | DE-824 DE-703 DE-29T DE-706 DE-83 DE-11 DE-20 |
owner_facet | DE-824 DE-703 DE-29T DE-706 DE-83 DE-11 DE-20 |
physical | XXI, 273 S. graph. Darst. |
publishDate | 2004 |
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publisher | Cambridge Univ. Press |
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spelling | Higham, Desmond J. Verfasser aut An introduction to financial option valuation mathematics, stochastics, and computation Desmond J. Higham 1. publ. Cambridge [u.a.] Cambridge Univ. Press 2004 XXI, 273 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Hier auch später erschienene, unveränderte Nachdrucke Derivaten (financiën) gtt Instrument dérivé (Finances) rasuqam Instruments dérivés (Finances) Modèle mathématique rasuqam Optiehandel gtt Option (Finances) rasuqam Options (Finances) - Prix - Modèles mathématiques Options (Finances) - Évaluation - Modèles mathématiques Prijzen (economie) gtt Prix de l'option rasuqam Taxatie gtt Wiskundige modellen gtt Évaluation rasuqam Mathematisches Modell Derivative securities Options (Finance) Prices Mathematical models Options (Finance) Valuation Mathematical models Optionsgeschäft (DE-588)4043670-6 gnd rswk-swf Mathematische Methode (DE-588)4155620-3 gnd rswk-swf MATLAB (DE-588)4329066-8 gnd rswk-swf Optionspreistheorie (DE-588)4135346-8 gnd rswk-swf Monte-Carlo-Simulation (DE-588)4240945-7 gnd rswk-swf Black-Scholes-Modell (DE-588)4206283-4 gnd rswk-swf Capital-Asset-Pricing-Modell (DE-588)4121078-5 gnd rswk-swf Bewertung (DE-588)4006340-9 gnd rswk-swf Optionsgeschäft (DE-588)4043670-6 s Bewertung (DE-588)4006340-9 s Mathematische Methode (DE-588)4155620-3 s DE-604 Optionspreistheorie (DE-588)4135346-8 s Capital-Asset-Pricing-Modell (DE-588)4121078-5 s Black-Scholes-Modell (DE-588)4206283-4 s Monte-Carlo-Simulation (DE-588)4240945-7 s MATLAB (DE-588)4329066-8 s 1\p DE-604 http://www.loc.gov/catdir/description/cam041/2003069572.html Publisher description http://www.loc.gov/catdir/toc/cam041/2003069572.html Table of contents 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
spellingShingle | Higham, Desmond J. An introduction to financial option valuation mathematics, stochastics, and computation Derivaten (financiën) gtt Instrument dérivé (Finances) rasuqam Instruments dérivés (Finances) Modèle mathématique rasuqam Optiehandel gtt Option (Finances) rasuqam Options (Finances) - Prix - Modèles mathématiques Options (Finances) - Évaluation - Modèles mathématiques Prijzen (economie) gtt Prix de l'option rasuqam Taxatie gtt Wiskundige modellen gtt Évaluation rasuqam Mathematisches Modell Derivative securities Options (Finance) Prices Mathematical models Options (Finance) Valuation Mathematical models Optionsgeschäft (DE-588)4043670-6 gnd Mathematische Methode (DE-588)4155620-3 gnd MATLAB (DE-588)4329066-8 gnd Optionspreistheorie (DE-588)4135346-8 gnd Monte-Carlo-Simulation (DE-588)4240945-7 gnd Black-Scholes-Modell (DE-588)4206283-4 gnd Capital-Asset-Pricing-Modell (DE-588)4121078-5 gnd Bewertung (DE-588)4006340-9 gnd |
subject_GND | (DE-588)4043670-6 (DE-588)4155620-3 (DE-588)4329066-8 (DE-588)4135346-8 (DE-588)4240945-7 (DE-588)4206283-4 (DE-588)4121078-5 (DE-588)4006340-9 |
title | An introduction to financial option valuation mathematics, stochastics, and computation |
title_auth | An introduction to financial option valuation mathematics, stochastics, and computation |
title_exact_search | An introduction to financial option valuation mathematics, stochastics, and computation |
title_full | An introduction to financial option valuation mathematics, stochastics, and computation Desmond J. Higham |
title_fullStr | An introduction to financial option valuation mathematics, stochastics, and computation Desmond J. Higham |
title_full_unstemmed | An introduction to financial option valuation mathematics, stochastics, and computation Desmond J. Higham |
title_short | An introduction to financial option valuation |
title_sort | an introduction to financial option valuation mathematics stochastics and computation |
title_sub | mathematics, stochastics, and computation |
topic | Derivaten (financiën) gtt Instrument dérivé (Finances) rasuqam Instruments dérivés (Finances) Modèle mathématique rasuqam Optiehandel gtt Option (Finances) rasuqam Options (Finances) - Prix - Modèles mathématiques Options (Finances) - Évaluation - Modèles mathématiques Prijzen (economie) gtt Prix de l'option rasuqam Taxatie gtt Wiskundige modellen gtt Évaluation rasuqam Mathematisches Modell Derivative securities Options (Finance) Prices Mathematical models Options (Finance) Valuation Mathematical models Optionsgeschäft (DE-588)4043670-6 gnd Mathematische Methode (DE-588)4155620-3 gnd MATLAB (DE-588)4329066-8 gnd Optionspreistheorie (DE-588)4135346-8 gnd Monte-Carlo-Simulation (DE-588)4240945-7 gnd Black-Scholes-Modell (DE-588)4206283-4 gnd Capital-Asset-Pricing-Modell (DE-588)4121078-5 gnd Bewertung (DE-588)4006340-9 gnd |
topic_facet | Derivaten (financiën) Instrument dérivé (Finances) Instruments dérivés (Finances) Modèle mathématique Optiehandel Option (Finances) Options (Finances) - Prix - Modèles mathématiques Options (Finances) - Évaluation - Modèles mathématiques Prijzen (economie) Prix de l'option Taxatie Wiskundige modellen Évaluation Mathematisches Modell Derivative securities Options (Finance) Prices Mathematical models Options (Finance) Valuation Mathematical models Optionsgeschäft Mathematische Methode MATLAB Optionspreistheorie Monte-Carlo-Simulation Black-Scholes-Modell Capital-Asset-Pricing-Modell Bewertung |
url | http://www.loc.gov/catdir/description/cam041/2003069572.html http://www.loc.gov/catdir/toc/cam041/2003069572.html |
work_keys_str_mv | AT highamdesmondj anintroductiontofinancialoptionvaluationmathematicsstochasticsandcomputation |