Approximation of interest rate derivatives' prices by Gram-Charlier expansion and bond moments:
Gespeichert in:
| Hauptverfasser: | , , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Tokyo
IMES
2005
|
| Schriftenreihe: | Discussion paper series / Institute for Monetary and Economic Studies, Bank of Japan
2005,16 |
| Schlagworte: | |
| Beschreibung: | 25 S. graph. Darst. |
Internformat
MARC
| LEADER | 00000nam a2200000 cb4500 | ||
|---|---|---|---|
| 001 | BV021640059 | ||
| 003 | DE-604 | ||
| 005 | 00000000000000.0 | ||
| 007 | t | ||
| 008 | 060703s2005 d||| |||| 00||| eng d | ||
| 035 | |a (OCoLC)62583483 | ||
| 035 | |a (DE-599)BVBBV021640059 | ||
| 040 | |a DE-604 |b ger |e rakwb | ||
| 041 | 0 | |a eng | |
| 049 | |a DE-355 | ||
| 050 | 0 | |a HG201 | |
| 100 | 1 | |a Tanaka, Keiichi |e Verfasser |0 (DE-588)130606979 |4 aut | |
| 245 | 1 | 0 | |a Approximation of interest rate derivatives' prices by Gram-Charlier expansion and bond moments |c Keiichi Tanaka, Takeshi Yamada, Toshiaki Watanabe |
| 264 | 1 | |a Tokyo |b IMES |c 2005 | |
| 300 | |a 25 S. |b graph. Darst. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 490 | 1 | |a Discussion paper series / Institute for Monetary and Economic Studies, Bank of Japan |v 2005,16 | |
| 650 | 4 | |a Ökonometrisches Modell | |
| 650 | 4 | |a Bond market |x Econometric models | |
| 650 | 4 | |a Capital market | |
| 650 | 4 | |a Derivative securities |x Econometric models | |
| 700 | 1 | |a Yamada, Takeshi |e Verfasser |4 aut | |
| 700 | 1 | |a Watanabe, Toshiaki |e Verfasser |4 aut | |
| 810 | 2 | |a Institute for Monetary and Economic Studies, Bank of Japan |t Discussion paper series |v 2005,16 |w (DE-604)BV010647223 |9 2005,16 | |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-014854860 | ||
Datensatz im Suchindex
| _version_ | 1804135441712021504 |
|---|---|
| adam_txt | |
| any_adam_object | |
| any_adam_object_boolean | |
| author | Tanaka, Keiichi Yamada, Takeshi Watanabe, Toshiaki |
| author_GND | (DE-588)130606979 |
| author_facet | Tanaka, Keiichi Yamada, Takeshi Watanabe, Toshiaki |
| author_role | aut aut aut |
| author_sort | Tanaka, Keiichi |
| author_variant | k t kt t y ty t w tw |
| building | Verbundindex |
| bvnumber | BV021640059 |
| callnumber-first | H - Social Science |
| callnumber-label | HG201 |
| callnumber-raw | HG201 |
| callnumber-search | HG201 |
| callnumber-sort | HG 3201 |
| callnumber-subject | HG - Finance |
| ctrlnum | (OCoLC)62583483 (DE-599)BVBBV021640059 |
| format | Book |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>01305nam a2200349 cb4500</leader><controlfield tag="001">BV021640059</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">00000000000000.0</controlfield><controlfield tag="007">t</controlfield><controlfield tag="008">060703s2005 d||| |||| 00||| eng d</controlfield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)62583483</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV021640059</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rakwb</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-355</subfield></datafield><datafield tag="050" ind1=" " ind2="0"><subfield code="a">HG201</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Tanaka, Keiichi</subfield><subfield code="e">Verfasser</subfield><subfield code="0">(DE-588)130606979</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Approximation of interest rate derivatives' prices by Gram-Charlier expansion and bond moments</subfield><subfield code="c">Keiichi Tanaka, Takeshi Yamada, Toshiaki Watanabe</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Tokyo</subfield><subfield code="b">IMES</subfield><subfield code="c">2005</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">25 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">Discussion paper series / Institute for Monetary and Economic Studies, Bank of Japan</subfield><subfield code="v">2005,16</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Ökonometrisches Modell</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Bond market</subfield><subfield code="x">Econometric models</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Capital market</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Derivative securities</subfield><subfield code="x">Econometric models</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Yamada, Takeshi</subfield><subfield code="e">Verfasser</subfield><subfield code="4">aut</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Watanabe, Toshiaki</subfield><subfield code="e">Verfasser</subfield><subfield code="4">aut</subfield></datafield><datafield tag="810" ind1="2" ind2=" "><subfield code="a">Institute for Monetary and Economic Studies, Bank of Japan</subfield><subfield code="t">Discussion paper series</subfield><subfield code="v">2005,16</subfield><subfield code="w">(DE-604)BV010647223</subfield><subfield code="9">2005,16</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-014854860</subfield></datafield></record></collection> |
| id | DE-604.BV021640059 |
| illustrated | Illustrated |
| index_date | 2024-07-02T14:59:45Z |
| indexdate | 2024-07-09T20:40:34Z |
| institution | BVB |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-014854860 |
| oclc_num | 62583483 |
| open_access_boolean | |
| owner | DE-355 DE-BY-UBR |
| owner_facet | DE-355 DE-BY-UBR |
| physical | 25 S. graph. Darst. |
| publishDate | 2005 |
| publishDateSearch | 2005 |
| publishDateSort | 2005 |
| publisher | IMES |
| record_format | marc |
| series2 | Discussion paper series / Institute for Monetary and Economic Studies, Bank of Japan |
| spelling | Tanaka, Keiichi Verfasser (DE-588)130606979 aut Approximation of interest rate derivatives' prices by Gram-Charlier expansion and bond moments Keiichi Tanaka, Takeshi Yamada, Toshiaki Watanabe Tokyo IMES 2005 25 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Discussion paper series / Institute for Monetary and Economic Studies, Bank of Japan 2005,16 Ökonometrisches Modell Bond market Econometric models Capital market Derivative securities Econometric models Yamada, Takeshi Verfasser aut Watanabe, Toshiaki Verfasser aut Institute for Monetary and Economic Studies, Bank of Japan Discussion paper series 2005,16 (DE-604)BV010647223 2005,16 |
| spellingShingle | Tanaka, Keiichi Yamada, Takeshi Watanabe, Toshiaki Approximation of interest rate derivatives' prices by Gram-Charlier expansion and bond moments Ökonometrisches Modell Bond market Econometric models Capital market Derivative securities Econometric models |
| title | Approximation of interest rate derivatives' prices by Gram-Charlier expansion and bond moments |
| title_auth | Approximation of interest rate derivatives' prices by Gram-Charlier expansion and bond moments |
| title_exact_search | Approximation of interest rate derivatives' prices by Gram-Charlier expansion and bond moments |
| title_exact_search_txtP | Approximation of interest rate derivatives' prices by Gram-Charlier expansion and bond moments |
| title_full | Approximation of interest rate derivatives' prices by Gram-Charlier expansion and bond moments Keiichi Tanaka, Takeshi Yamada, Toshiaki Watanabe |
| title_fullStr | Approximation of interest rate derivatives' prices by Gram-Charlier expansion and bond moments Keiichi Tanaka, Takeshi Yamada, Toshiaki Watanabe |
| title_full_unstemmed | Approximation of interest rate derivatives' prices by Gram-Charlier expansion and bond moments Keiichi Tanaka, Takeshi Yamada, Toshiaki Watanabe |
| title_short | Approximation of interest rate derivatives' prices by Gram-Charlier expansion and bond moments |
| title_sort | approximation of interest rate derivatives prices by gram charlier expansion and bond moments |
| topic | Ökonometrisches Modell Bond market Econometric models Capital market Derivative securities Econometric models |
| topic_facet | Ökonometrisches Modell Bond market Econometric models Capital market Derivative securities Econometric models |
| volume_link | (DE-604)BV010647223 |
| work_keys_str_mv | AT tanakakeiichi approximationofinterestratederivativespricesbygramcharlierexpansionandbondmoments AT yamadatakeshi approximationofinterestratederivativespricesbygramcharlierexpansionandbondmoments AT watanabetoshiaki approximationofinterestratederivativespricesbygramcharlierexpansionandbondmoments |