Financial modeling under non-Gaussian distributions:
Gespeichert in:
| Hauptverfasser: | , , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
London [u.a.]
Springer
2007
|
| Schriftenreihe: | Springer Finance : Textbook
|
| Schlagworte: | |
| Online-Zugang: | Inhaltstext Inhaltsverzeichnis |
| Beschreibung: | XVIII, 541 S. graph. Darst. |
| ISBN: | 1846284198 9781846284199 |
Internformat
MARC
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| 100 | 1 | |a Jondeau, Eric |d 1967- |e Verfasser |0 (DE-588)133542408 |4 aut | |
| 245 | 1 | 0 | |a Financial modeling under non-Gaussian distributions |c Eric Jondeau, Ser-Huang Poon and Michael Rockinger |
| 264 | 1 | |a London [u.a.] |b Springer |c 2007 | |
| 300 | |a XVIII, 541 S. |b graph. Darst. | ||
| 336 | |b txt |2 rdacontent | ||
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| 650 | 4 | |a Distribution (Economic theory) | |
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Datensatz im Suchindex
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| adam_text | Contents
Part
1
1.1
1.2
1.3
1.4
2
2.1
2.1.1
2.1.2
2.1.3
2.2
2.2.1
2.2.2
2.2.3
2.3
2.3.1
2.3.2
2.3.3
2.3.4
2.4
2.4.1
2.4.2
2.4.3
2.5
2.5.1
2.5.2
XII
3
for Returns
3.1
3.1.1
3.1.2
3.1.3
3.2
3.2.1
3.2.2
3.3
3.3.1
3.3.2
3.4
volume
3.4.1
3.4.2
3.4.3
3.4.4
3.5
3.5.1
3.5.2
3.5.3
3.5.4
Part II Econometric Modeling of Asset Returns
4
4.1
4.2
4.2.1
4.2.2
4.2.3
4.2.4
4.2.5
4.3
4.3.1
4.3.2
4.3.3
4.3.4
4.3.5
4.3.6
4.4
4.4.1
4.4.2
Contents
4.4.3
4.4.4
4.4.5
4.4.6
4.4.7
4.4.8
4.5
4.5.1
4.5.2
4.6
4.6.1
4.6.2
4.6.3
4.7
4.7.1
4.7.2
4.8
4.8.1
4.8.2
4.8.3
4.8.4
4.8.5
4.8.6
4.8.7
Modeling Higher Moments
5.1
5.1.1
5.1.2
5.1.3
5.2
5.2.1
5.2.2
5.2.3
5.2.4
5.2.5
5.2.6
5.3
5.3.1
5.3.2
5.3.3
5.4
5.5
5.5.1
5.5.2
XIV
5.5.3
6
6.1
6.1.1
6.1.2
6.1.3
6.1.4
6.1.5
6.1.6
6.1.7
6.2
6.2.1
6.2.2
6.2.3
6.2.4
6.2.5
6.2.6
6.3
6.3.1
6.3.2
6.3.3
6.3.4
6.3.5
6.3.6
6.3.7
6.3.8
7
7.1
7.1.1
7.1.2
7.1.3
7.1.4
7.2
7.2.1
7.2.2
7.2.3
7.2.4
7.2.5
Contents
Part
8
8.1
8.1.1
8.1.2
8.2
8.3
8.3.1
8.3.2
8.4
8.4.1
8.4.2
8.4.3
8.5
8.5.1
8.5.2
8.6
8.6.1
8.6.2
8.6.3
8.6.4
9
9.1
9.1.1
9.1.2
9.2
9.2.1
9.2.2
9.2.3
Part IV Option Pricing with Non-Gaussian Returns
10
10.1
10.2
10.2.1
10.2.2
10.2.3
10.2.4
10.3
10.3.1
XVI
10.3.2
10.3.3
10.3.4
10.3.5
10.3.6
10.3.7
11
11.1
11.2
11.2.1
11.2.2
11.3
11.3.1
11.3.2
11.3.3
11.4
11.4.1
11.4.2
11.5
11.5.1
11.5.2
11.5.3
11.5.4
11.6
11.7
11.7.1
11.7.2
12
12.1
12.1.1
12.1.2
12.1.3
12.2
12.2.1
12.2.2
12.2.3
12.2.4
12.3
12.3.1
12.3.2
12.3.3
12.3.4
12.4
Contents
12.4.1
12.4.2
12.4.3
12.4.4
12.4.5
Part V Appendices on Option Pricing Mathematics
13
13.1
13.2
13.3
13.4
13.5
13.6
13.7
13.8
13.9
13.10
13.11
13.12
14
14.1
14.2
14.3
14.4
14.5
15
15.1
15.1.1
15.1.2
15.1.3
15.1.4
15.1.5
15.2
16
16.1
16.2
16.2.1
16.2.2
16.2.3
XVIII
16.2.4
16.3
16.3.1
16.3.2
16.3.3
16.4
16.5
17
17.1
17.2
References
Index
|
| adam_txt |
Contents
Part
1
1.1
1.2
1.3
1.4
2
2.1
2.1.1
2.1.2
2.1.3
2.2
2.2.1
2.2.2
2.2.3
2.3
2.3.1
2.3.2
2.3.3
2.3.4
2.4
2.4.1
2.4.2
2.4.3
2.5
2.5.1
2.5.2
XII
3
for Returns
3.1
3.1.1
3.1.2
3.1.3
3.2
3.2.1
3.2.2
3.3
3.3.1
3.3.2
3.4
volume
3.4.1
3.4.2
3.4.3
3.4.4
3.5
3.5.1
3.5.2
3.5.3
3.5.4
Part II Econometric Modeling of Asset Returns
4
4.1
4.2
4.2.1
4.2.2
4.2.3
4.2.4
4.2.5
4.3
4.3.1
4.3.2
4.3.3
4.3.4
4.3.5
4.3.6
4.4
4.4.1
4.4.2
Contents
4.4.3
4.4.4
4.4.5
4.4.6
4.4.7
4.4.8
4.5
4.5.1
4.5.2
4.6
4.6.1
4.6.2
4.6.3
4.7
4.7.1
4.7.2
4.8
4.8.1
4.8.2
4.8.3
4.8.4
4.8.5
4.8.6
4.8.7
Modeling Higher Moments
5.1
5.1.1
5.1.2
5.1.3
5.2
5.2.1
5.2.2
5.2.3
5.2.4
5.2.5
5.2.6
5.3
5.3.1
5.3.2
5.3.3
5.4
5.5
5.5.1
5.5.2
XIV
5.5.3
6
6.1
6.1.1
6.1.2
6.1.3
6.1.4
6.1.5
6.1.6
6.1.7
6.2
6.2.1
6.2.2
6.2.3
6.2.4
6.2.5
6.2.6
6.3
6.3.1
6.3.2
6.3.3
6.3.4
6.3.5
6.3.6
6.3.7
6.3.8
7
7.1
7.1.1
7.1.2
7.1.3
7.1.4
7.2
7.2.1
7.2.2
7.2.3
7.2.4
7.2.5
Contents
Part
8
8.1
8.1.1
8.1.2
8.2
8.3
8.3.1
8.3.2
8.4
8.4.1
8.4.2
8.4.3
8.5
8.5.1
8.5.2
8.6
8.6.1
8.6.2
8.6.3
8.6.4
9
9.1
9.1.1
9.1.2
9.2
9.2.1
9.2.2
9.2.3
Part IV Option Pricing with Non-Gaussian Returns
10
10.1
10.2
10.2.1
10.2.2
10.2.3
10.2.4
10.3
10.3.1
XVI
10.3.2
10.3.3
10.3.4
10.3.5
10.3.6
10.3.7
11
11.1
11.2
11.2.1
11.2.2
11.3
11.3.1
11.3.2
11.3.3
11.4
11.4.1
11.4.2
11.5
11.5.1
11.5.2
11.5.3
11.5.4
11.6
11.7
11.7.1
11.7.2
12
12.1
12.1.1
12.1.2
12.1.3
12.2
12.2.1
12.2.2
12.2.3
12.2.4
12.3
12.3.1
12.3.2
12.3.3
12.3.4
12.4
Contents
12.4.1
12.4.2
12.4.3
12.4.4
12.4.5
Part V Appendices on Option Pricing Mathematics
13
13.1
13.2
13.3
13.4
13.5
13.6
13.7
13.8
13.9
13.10
13.11
13.12
14
14.1
14.2
14.3
14.4
14.5
15
15.1
15.1.1
15.1.2
15.1.3
15.1.4
15.1.5
15.2
16
16.1
16.2
16.2.1
16.2.2
16.2.3
XVIII
16.2.4
16.3
16.3.1
16.3.2
16.3.3
16.4
16.5
17
17.1
17.2
References
Index |
| any_adam_object | 1 |
| any_adam_object_boolean | 1 |
| author | Jondeau, Eric 1967- Poon, Ser-Huang Rockinger, Michael 1961- |
| author_GND | (DE-588)133542408 (DE-588)130212318 (DE-588)137626169 |
| author_facet | Jondeau, Eric 1967- Poon, Ser-Huang Rockinger, Michael 1961- |
| author_role | aut aut aut |
| author_sort | Jondeau, Eric 1967- |
| author_variant | e j ej s h p shp m r mr |
| building | Verbundindex |
| bvnumber | BV021631556 |
| 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 620 QP 890 SK 980 |
| classification_tum | MAT 603f MAT 605f MAT 902f WIR 160f |
| ctrlnum | (OCoLC)68772616 (DE-599)BVBBV021631556 |
| dewey-full | 332.01595 332.01519124 332.05195 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.01595 332.01519124 332.05195 |
| dewey-search | 332.01595 332.01519124 332.05195 |
| dewey-sort | 3332.01595 |
| dewey-tens | 330 - Economics |
| discipline | Mathematik Wirtschaftswissenschaften |
| discipline_str_mv | Mathematik Wirtschaftswissenschaften |
| format | Book |
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| id | DE-604.BV021631556 |
| illustrated | Illustrated |
| index_date | 2024-07-02T14:57:18Z |
| indexdate | 2024-07-09T20:40:22Z |
| institution | BVB |
| isbn | 1846284198 9781846284199 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-014846452 |
| oclc_num | 68772616 |
| open_access_boolean | |
| owner | DE-355 DE-BY-UBR DE-91G DE-BY-TUM DE-824 DE-N2 DE-19 DE-BY-UBM DE-384 DE-521 DE-Aug4 DE-188 DE-523 DE-20 DE-83 |
| owner_facet | DE-355 DE-BY-UBR DE-91G DE-BY-TUM DE-824 DE-N2 DE-19 DE-BY-UBM DE-384 DE-521 DE-Aug4 DE-188 DE-523 DE-20 DE-83 |
| physical | XVIII, 541 S. graph. Darst. |
| publishDate | 2007 |
| publishDateSearch | 2007 |
| publishDateSort | 2007 |
| publisher | Springer |
| record_format | marc |
| series2 | Springer Finance : Textbook |
| spelling | Jondeau, Eric 1967- Verfasser (DE-588)133542408 aut Financial modeling under non-Gaussian distributions Eric Jondeau, Ser-Huang Poon and Michael Rockinger London [u.a.] Springer 2007 XVIII, 541 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Springer Finance : Textbook Financiën gtt Finanzas - Modelos matemáticos Geldmarkt gtt Risk management gtt Verdelingen (functietheorie) gtt Mathematisches Modell Distribution (Economic theory) Finance Mathematical models Finanzmathematik (DE-588)4017195-4 gnd rswk-swf Nichtgaußscher Prozess (DE-588)4226288-4 gnd rswk-swf Kreditmarkt (DE-588)4073788-3 gnd rswk-swf Mathematisches Modell (DE-588)4114528-8 gnd rswk-swf Nichtgaußscher Prozess (DE-588)4226288-4 s Kreditmarkt (DE-588)4073788-3 s Mathematisches Modell (DE-588)4114528-8 s DE-604 Finanzmathematik (DE-588)4017195-4 s Poon, Ser-Huang Verfasser (DE-588)130212318 aut Rockinger, Michael 1961- Verfasser (DE-588)137626169 aut text/html http://deposit.dnb.de/cgi-bin/dokserv?id=2777286&prov=M&dok_var=1&dok_ext=htm Inhaltstext Digitalisierung UB Regensburg application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=014846452&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Jondeau, Eric 1967- Poon, Ser-Huang Rockinger, Michael 1961- Financial modeling under non-Gaussian distributions Financiën gtt Finanzas - Modelos matemáticos Geldmarkt gtt Risk management gtt Verdelingen (functietheorie) gtt Mathematisches Modell Distribution (Economic theory) Finance Mathematical models Finanzmathematik (DE-588)4017195-4 gnd Nichtgaußscher Prozess (DE-588)4226288-4 gnd Kreditmarkt (DE-588)4073788-3 gnd Mathematisches Modell (DE-588)4114528-8 gnd |
| subject_GND | (DE-588)4017195-4 (DE-588)4226288-4 (DE-588)4073788-3 (DE-588)4114528-8 |
| title | Financial modeling under non-Gaussian distributions |
| title_auth | Financial modeling under non-Gaussian distributions |
| title_exact_search | Financial modeling under non-Gaussian distributions |
| title_exact_search_txtP | Financial modeling under non-Gaussian distributions |
| title_full | Financial modeling under non-Gaussian distributions Eric Jondeau, Ser-Huang Poon and Michael Rockinger |
| title_fullStr | Financial modeling under non-Gaussian distributions Eric Jondeau, Ser-Huang Poon and Michael Rockinger |
| title_full_unstemmed | Financial modeling under non-Gaussian distributions Eric Jondeau, Ser-Huang Poon and Michael Rockinger |
| title_short | Financial modeling under non-Gaussian distributions |
| title_sort | financial modeling under non gaussian distributions |
| topic | Financiën gtt Finanzas - Modelos matemáticos Geldmarkt gtt Risk management gtt Verdelingen (functietheorie) gtt Mathematisches Modell Distribution (Economic theory) Finance Mathematical models Finanzmathematik (DE-588)4017195-4 gnd Nichtgaußscher Prozess (DE-588)4226288-4 gnd Kreditmarkt (DE-588)4073788-3 gnd Mathematisches Modell (DE-588)4114528-8 gnd |
| topic_facet | Financiën Finanzas - Modelos matemáticos Geldmarkt Risk management Verdelingen (functietheorie) Mathematisches Modell Distribution (Economic theory) Finance Mathematical models Finanzmathematik Nichtgaußscher Prozess Kreditmarkt |
| url | http://deposit.dnb.de/cgi-bin/dokserv?id=2777286&prov=M&dok_var=1&dok_ext=htm http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=014846452&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| work_keys_str_mv | AT jondeaueric financialmodelingundernongaussiandistributions AT poonserhuang financialmodelingundernongaussiandistributions AT rockingermichael financialmodelingundernongaussiandistributions |