An introduction to financial option valuation: mathematics, stochastics, and computation
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Cambridge [u.a.]
Cambridge Univ. Press
2005
|
| Ausgabe: | 1. publ., repr. with corrections |
| Schlagworte: | |
| Online-Zugang: | Publisher description Table of contents |
| Beschreibung: | Hier auch später erschienene, unveränderte Nachdrucke |
| Beschreibung: | XXI, 273 S. graph. Darst. |
| ISBN: | 0521838843 9780521838849 0521547571 9780521547574 |
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., repr. with corrections | ||
| 264 | 1 | |a Cambridge [u.a.] |b Cambridge Univ. Press |c 2005 | |
| 300 | |a XXI, 273 S. |b graph. Darst. | ||
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Datensatz im Suchindex
| _version_ | 1804136244307820544 |
|---|---|
| adam_txt | |
| any_adam_object | |
| any_adam_object_boolean | |
| 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 | BV022249113 |
| 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)426457038 (DE-599)BVBBV022249113 |
| dewey-full | 332.64/5322 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.64/53 22 |
| dewey-search | 332.64/53 22 |
| dewey-sort | 3332.64 253 222 |
| dewey-tens | 330 - Economics |
| discipline | Mathematik Wirtschaftswissenschaften |
| discipline_str_mv | Mathematik Wirtschaftswissenschaften |
| edition | 1. publ., repr. with corrections |
| format | Book |
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| id | DE-604.BV022249113 |
| illustrated | Illustrated |
| index_date | 2024-07-02T16:38:54Z |
| indexdate | 2024-07-09T20:53:19Z |
| institution | BVB |
| isbn | 0521838843 9780521838849 0521547571 9780521547574 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-015459931 |
| oclc_num | 426457038 |
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| owner | DE-19 DE-BY-UBM |
| owner_facet | DE-19 DE-BY-UBM |
| physical | XXI, 273 S. graph. Darst. |
| publishDate | 2005 |
| publishDateSearch | 2005 |
| publishDateSort | 2005 |
| publisher | Cambridge Univ. Press |
| record_format | marc |
| spelling | Higham, Desmond J. Verfasser aut An introduction to financial option valuation mathematics, stochastics, and computation Desmond J. Higham 1. publ., repr. with corrections Cambridge [u.a.] Cambridge Univ. Press 2005 XXI, 273 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Hier auch später erschienene, unveränderte Nachdrucke Mathematisches Modell Derivative securities Options (Finance) Prices Mathematical models Options (Finance) Valuation Mathematical models Optionsgeschäft (DE-588)4043670-6 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 MATLAB (DE-588)4329066-8 gnd rswk-swf Monte-Carlo-Simulation (DE-588)4240945-7 gnd rswk-swf Optionspreistheorie (DE-588)4135346-8 gnd rswk-swf Mathematische Methode (DE-588)4155620-3 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 Mathematisches Modell Derivative securities Options (Finance) Prices Mathematical models Options (Finance) Valuation Mathematical models Optionsgeschäft (DE-588)4043670-6 gnd Black-Scholes-Modell (DE-588)4206283-4 gnd Capital-Asset-Pricing-Modell (DE-588)4121078-5 gnd Bewertung (DE-588)4006340-9 gnd MATLAB (DE-588)4329066-8 gnd Monte-Carlo-Simulation (DE-588)4240945-7 gnd Optionspreistheorie (DE-588)4135346-8 gnd Mathematische Methode (DE-588)4155620-3 gnd |
| subject_GND | (DE-588)4043670-6 (DE-588)4206283-4 (DE-588)4121078-5 (DE-588)4006340-9 (DE-588)4329066-8 (DE-588)4240945-7 (DE-588)4135346-8 (DE-588)4155620-3 |
| 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_exact_search_txtP | 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 | Mathematisches Modell Derivative securities Options (Finance) Prices Mathematical models Options (Finance) Valuation Mathematical models Optionsgeschäft (DE-588)4043670-6 gnd Black-Scholes-Modell (DE-588)4206283-4 gnd Capital-Asset-Pricing-Modell (DE-588)4121078-5 gnd Bewertung (DE-588)4006340-9 gnd MATLAB (DE-588)4329066-8 gnd Monte-Carlo-Simulation (DE-588)4240945-7 gnd Optionspreistheorie (DE-588)4135346-8 gnd Mathematische Methode (DE-588)4155620-3 gnd |
| topic_facet | Mathematisches Modell Derivative securities Options (Finance) Prices Mathematical models Options (Finance) Valuation Mathematical models Optionsgeschäft Black-Scholes-Modell Capital-Asset-Pricing-Modell Bewertung MATLAB Monte-Carlo-Simulation Optionspreistheorie Mathematische Methode |
| 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 |