Asset pricing: modeling and estimation
Gespeichert in:
| Vorheriger Titel: | Kellerhals, Boris Philipp Financial pricing models in continuous time and Kalman filtering |
|---|---|
| 1. Verfasser: | |
| Format: | Buch |
| Sprache: | German |
| Veröffentlicht: |
Berlin
Springer
2004
|
| Ausgabe: | 2. ed. |
| Schriftenreihe: | Springer Finance
|
| Schlagworte: | |
| Beschreibung: | XIV, 243 S. graph. Darst. |
| ISBN: | 3540208534 |
Internformat
MARC
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| 100 | 1 | |a Kellerhals, Boris Philipp |4 aut | |
| 245 | 1 | 0 | |a Asset pricing |b modeling and estimation |c B. Philipp Kellerhals |
| 250 | |a 2. ed. | ||
| 264 | 1 | |a Berlin |b Springer |c 2004 | |
| 300 | |a XIV, 243 S. |b graph. Darst. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 490 | 0 | |a Springer Finance | |
| 650 | 4 | |a Actif (Comptabilité) - Prix - Modèles économétriques | |
| 650 | 7 | |a Kalman-filters |2 gtt | |
| 650 | 7 | |a Portfolio-theorie |2 gtt | |
| 650 | 7 | |a Prijsvorming |2 gtt | |
| 650 | 4 | |a Prix - Modèles mathématiques | |
| 650 | 7 | |a Risicotheorie |2 gtt | |
| 650 | 7 | |a Schattingstheorie |2 gtt | |
| 650 | 7 | |a Stochastische modellen |2 gtt | |
| 650 | 4 | |a Mathematisches Modell | |
| 650 | 4 | |a Ökonometrisches Modell | |
| 650 | 4 | |a Assets (Accounting) |x Prices |x Econometric models | |
| 650 | 4 | |a Finance |x Mathematical models | |
| 650 | 4 | |a Investments |x Mathematical models | |
| 650 | 4 | |a Kalman filtering | |
| 650 | 4 | |a Prices |x Mathematical models | |
| 650 | 0 | 7 | |a Optionspreis |0 (DE-588)4115453-8 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Forward-Kontrakt |0 (DE-588)4233255-2 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Elektrizitätswirtschaft |0 (DE-588)4014228-0 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Optionspreistheorie |0 (DE-588)4135346-8 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Kalman-Filter |0 (DE-588)4130759-8 |2 gnd |9 rswk-swf |
| 689 | 0 | 0 | |a Optionspreistheorie |0 (DE-588)4135346-8 |D s |
| 689 | 0 | 1 | |a Kalman-Filter |0 (DE-588)4130759-8 |D s |
| 689 | 0 | |5 DE-604 | |
| 689 | 1 | 0 | |a Elektrizitätswirtschaft |0 (DE-588)4014228-0 |D s |
| 689 | 1 | 1 | |a Forward-Kontrakt |0 (DE-588)4233255-2 |D s |
| 689 | 1 | 2 | |a Optionspreis |0 (DE-588)4115453-8 |D s |
| 689 | 1 | 3 | |a Kalman-Filter |0 (DE-588)4130759-8 |D s |
| 689 | 1 | |5 DE-604 | |
| 780 | 0 | 0 | |i Früher u.d.T. |a Kellerhals, Boris Philipp |t Financial pricing models in continuous time and Kalman filtering |w (DE-604)BV013832724 |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-010669782 | ||
Datensatz im Suchindex
| _version_ | 1804130471505821696 |
|---|---|
| any_adam_object | |
| author | Kellerhals, Boris Philipp |
| author_facet | Kellerhals, Boris Philipp |
| author_role | aut |
| author_sort | Kellerhals, Boris Philipp |
| author_variant | b p k bp bpk |
| building | Verbundindex |
| bvnumber | BV017765814 |
| callnumber-first | H - Social Science |
| callnumber-label | HG176 |
| callnumber-raw | HG176.5 |
| callnumber-search | HG176.5 |
| callnumber-sort | HG 3176.5 |
| callnumber-subject | HG - Finance |
| classification_rvk | QK 622 SK 980 |
| ctrlnum | (OCoLC)634875727 (DE-599)BVBBV017765814 |
| dewey-full | 332.6 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.6 |
| dewey-search | 332.6 |
| dewey-sort | 3332.6 |
| dewey-tens | 330 - Economics |
| discipline | Mathematik Wirtschaftswissenschaften |
| edition | 2. ed. |
| format | Book |
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| id | DE-604.BV017765814 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T19:21:34Z |
| institution | BVB |
| isbn | 3540208534 |
| language | German |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-010669782 |
| oclc_num | 634875727 |
| open_access_boolean | |
| owner | DE-1102 DE-703 DE-19 DE-BY-UBM DE-706 DE-11 DE-355 DE-BY-UBR DE-188 DE-83 |
| owner_facet | DE-1102 DE-703 DE-19 DE-BY-UBM DE-706 DE-11 DE-355 DE-BY-UBR DE-188 DE-83 |
| physical | XIV, 243 S. graph. Darst. |
| publishDate | 2004 |
| publishDateSearch | 2004 |
| publishDateSort | 2004 |
| publisher | Springer |
| record_format | marc |
| series2 | Springer Finance |
| spelling | Kellerhals, Boris Philipp aut Asset pricing modeling and estimation B. Philipp Kellerhals 2. ed. Berlin Springer 2004 XIV, 243 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Springer Finance Actif (Comptabilité) - Prix - Modèles économétriques Kalman-filters gtt Portfolio-theorie gtt Prijsvorming gtt Prix - Modèles mathématiques Risicotheorie gtt Schattingstheorie gtt Stochastische modellen gtt Mathematisches Modell Ökonometrisches Modell Assets (Accounting) Prices Econometric models Finance Mathematical models Investments Mathematical models Kalman filtering Prices Mathematical models Optionspreis (DE-588)4115453-8 gnd rswk-swf Forward-Kontrakt (DE-588)4233255-2 gnd rswk-swf Elektrizitätswirtschaft (DE-588)4014228-0 gnd rswk-swf Optionspreistheorie (DE-588)4135346-8 gnd rswk-swf Kalman-Filter (DE-588)4130759-8 gnd rswk-swf Optionspreistheorie (DE-588)4135346-8 s Kalman-Filter (DE-588)4130759-8 s DE-604 Elektrizitätswirtschaft (DE-588)4014228-0 s Forward-Kontrakt (DE-588)4233255-2 s Optionspreis (DE-588)4115453-8 s Früher u.d.T. Kellerhals, Boris Philipp Financial pricing models in continuous time and Kalman filtering (DE-604)BV013832724 |
| spellingShingle | Kellerhals, Boris Philipp Asset pricing modeling and estimation Actif (Comptabilité) - Prix - Modèles économétriques Kalman-filters gtt Portfolio-theorie gtt Prijsvorming gtt Prix - Modèles mathématiques Risicotheorie gtt Schattingstheorie gtt Stochastische modellen gtt Mathematisches Modell Ökonometrisches Modell Assets (Accounting) Prices Econometric models Finance Mathematical models Investments Mathematical models Kalman filtering Prices Mathematical models Optionspreis (DE-588)4115453-8 gnd Forward-Kontrakt (DE-588)4233255-2 gnd Elektrizitätswirtschaft (DE-588)4014228-0 gnd Optionspreistheorie (DE-588)4135346-8 gnd Kalman-Filter (DE-588)4130759-8 gnd |
| subject_GND | (DE-588)4115453-8 (DE-588)4233255-2 (DE-588)4014228-0 (DE-588)4135346-8 (DE-588)4130759-8 |
| title | Asset pricing modeling and estimation |
| title_auth | Asset pricing modeling and estimation |
| title_exact_search | Asset pricing modeling and estimation |
| title_full | Asset pricing modeling and estimation B. Philipp Kellerhals |
| title_fullStr | Asset pricing modeling and estimation B. Philipp Kellerhals |
| title_full_unstemmed | Asset pricing modeling and estimation B. Philipp Kellerhals |
| title_old | Kellerhals, Boris Philipp Financial pricing models in continuous time and Kalman filtering |
| title_short | Asset pricing |
| title_sort | asset pricing modeling and estimation |
| title_sub | modeling and estimation |
| topic | Actif (Comptabilité) - Prix - Modèles économétriques Kalman-filters gtt Portfolio-theorie gtt Prijsvorming gtt Prix - Modèles mathématiques Risicotheorie gtt Schattingstheorie gtt Stochastische modellen gtt Mathematisches Modell Ökonometrisches Modell Assets (Accounting) Prices Econometric models Finance Mathematical models Investments Mathematical models Kalman filtering Prices Mathematical models Optionspreis (DE-588)4115453-8 gnd Forward-Kontrakt (DE-588)4233255-2 gnd Elektrizitätswirtschaft (DE-588)4014228-0 gnd Optionspreistheorie (DE-588)4135346-8 gnd Kalman-Filter (DE-588)4130759-8 gnd |
| topic_facet | Actif (Comptabilité) - Prix - Modèles économétriques Kalman-filters Portfolio-theorie Prijsvorming Prix - Modèles mathématiques Risicotheorie Schattingstheorie Stochastische modellen Mathematisches Modell Ökonometrisches Modell Assets (Accounting) Prices Econometric models Finance Mathematical models Investments Mathematical models Kalman filtering Prices Mathematical models Optionspreis Forward-Kontrakt Elektrizitätswirtschaft Optionspreistheorie Kalman-Filter |
| work_keys_str_mv | AT kellerhalsborisphilipp assetpricingmodelingandestimation |