Martingale methods in financial modelling:
Gespeichert in:
Hauptverfasser: | , |
---|---|
Format: | Elektronisch E-Book |
Sprache: | English |
Veröffentlicht: |
Berlin [u.a.]
Springer
2005
|
Ausgabe: | 2. ed. |
Schriftenreihe: | Stochastic modelling and applied probability
36 |
Schlagworte: | |
Online-Zugang: | BTU01 TUM01 UBA01 UBR01 UBT01 UPA01 Volltext |
Beschreibung: | Literaturverz. S. [583] - 629 |
Beschreibung: | 1 Online-Ressource (XVI, 636 S.) |
ISBN: | 3540209662 9783540266532 |
DOI: | 10.1007/b137866 |
Internformat
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Datensatz im Suchindex
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author | Musiela, Marek 1950- Rutkowski, Marek |
author_GND | (DE-588)124044719 (DE-588)171429893 |
author_facet | Musiela, Marek 1950- Rutkowski, Marek |
author_role | aut aut |
author_sort | Musiela, Marek 1950- |
author_variant | m m mm m r mr |
building | Verbundindex |
bvnumber | BV022306481 |
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 620 QP 700 SK 820 |
classification_tum | MAT 902f WIR 651f MAT 605f MAT 000 WIR 170f |
collection | ZDB-2-SMA |
ctrlnum | (OCoLC)249519841 (DE-599)BVBBV022306481 |
dewey-full | 332.01/519236 |
dewey-hundreds | 300 - Social sciences |
dewey-ones | 332 - Financial economics |
dewey-raw | 332.01/519236 |
dewey-search | 332.01/519236 |
dewey-sort | 3332.01 6519236 |
dewey-tens | 330 - Economics |
discipline | Mathematik Wirtschaftswissenschaften |
discipline_str_mv | Mathematik Wirtschaftswissenschaften |
doi_str_mv | 10.1007/b137866 |
edition | 2. ed. |
format | Electronic eBook |
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illustrated | Not Illustrated |
index_date | 2024-07-02T16:56:57Z |
indexdate | 2024-07-09T20:54:37Z |
institution | BVB |
isbn | 3540209662 9783540266532 |
language | English |
oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-015516374 |
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series | Stochastic modelling and applied probability |
series2 | Stochastic modelling and applied probability |
spelling | Musiela, Marek 1950- Verfasser (DE-588)124044719 aut Martingale methods in financial modelling Marek Musiela ; Marek Rutkowski 2. ed. Berlin [u.a.] Springer 2005 1 Online-Ressource (XVI, 636 S.) txt rdacontent c rdamedia cr rdacarrier Stochastic modelling and applied probability 36 Literaturverz. S. [583] - 629 Finances - Modèles mathématiques Instruments dérivés (Finances) - Modèles mathématiques Martingalen gtt Options (Finances) - Modèles mathématiques Portfolio-theorie gtt Stochastische modellen gtt Taux d'intérêt - Modèles mathématiques Valeurs mobilières à revenus fixes - Modèles mathématiques Mathematisches Modell Derivative securities Mathematical models Finance Mathematical models Fixed-income securities Mathematical models Interest rates Mathematical models Options (Finance) Mathematical models Modellierung (DE-588)4170297-9 gnd rswk-swf Martingal (DE-588)4126466-6 gnd rswk-swf Optionspreistheorie (DE-588)4135346-8 gnd rswk-swf Martingaltheorie (DE-588)4168982-3 gnd rswk-swf Finanzmathematik (DE-588)4017195-4 gnd rswk-swf Kapitalmarkttheorie (DE-588)4137411-3 gnd rswk-swf Finanzmathematik (DE-588)4017195-4 s Modellierung (DE-588)4170297-9 s Martingal (DE-588)4126466-6 s 1\p DE-604 Martingaltheorie (DE-588)4168982-3 s 2\p DE-604 Optionspreistheorie (DE-588)4135346-8 s 3\p DE-604 Kapitalmarkttheorie (DE-588)4137411-3 s 4\p DE-604 Rutkowski, Marek Verfasser (DE-588)171429893 aut Stochastic modelling and applied probability 36 (DE-604)BV000895226 36 https://doi.org/10.1007/b137866 Verlag Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 2\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 3\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 4\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
spellingShingle | Musiela, Marek 1950- Rutkowski, Marek Martingale methods in financial modelling Stochastic modelling and applied probability Finances - Modèles mathématiques Instruments dérivés (Finances) - Modèles mathématiques Martingalen gtt Options (Finances) - Modèles mathématiques Portfolio-theorie gtt Stochastische modellen gtt Taux d'intérêt - Modèles mathématiques Valeurs mobilières à revenus fixes - Modèles mathématiques Mathematisches Modell Derivative securities Mathematical models Finance Mathematical models Fixed-income securities Mathematical models Interest rates Mathematical models Options (Finance) Mathematical models Modellierung (DE-588)4170297-9 gnd Martingal (DE-588)4126466-6 gnd Optionspreistheorie (DE-588)4135346-8 gnd Martingaltheorie (DE-588)4168982-3 gnd Finanzmathematik (DE-588)4017195-4 gnd Kapitalmarkttheorie (DE-588)4137411-3 gnd |
subject_GND | (DE-588)4170297-9 (DE-588)4126466-6 (DE-588)4135346-8 (DE-588)4168982-3 (DE-588)4017195-4 (DE-588)4137411-3 |
title | Martingale methods in financial modelling |
title_auth | Martingale methods in financial modelling |
title_exact_search | Martingale methods in financial modelling |
title_exact_search_txtP | Martingale methods in financial modelling |
title_full | Martingale methods in financial modelling Marek Musiela ; Marek Rutkowski |
title_fullStr | Martingale methods in financial modelling Marek Musiela ; Marek Rutkowski |
title_full_unstemmed | Martingale methods in financial modelling Marek Musiela ; Marek Rutkowski |
title_short | Martingale methods in financial modelling |
title_sort | martingale methods in financial modelling |
topic | Finances - Modèles mathématiques Instruments dérivés (Finances) - Modèles mathématiques Martingalen gtt Options (Finances) - Modèles mathématiques Portfolio-theorie gtt Stochastische modellen gtt Taux d'intérêt - Modèles mathématiques Valeurs mobilières à revenus fixes - Modèles mathématiques Mathematisches Modell Derivative securities Mathematical models Finance Mathematical models Fixed-income securities Mathematical models Interest rates Mathematical models Options (Finance) Mathematical models Modellierung (DE-588)4170297-9 gnd Martingal (DE-588)4126466-6 gnd Optionspreistheorie (DE-588)4135346-8 gnd Martingaltheorie (DE-588)4168982-3 gnd Finanzmathematik (DE-588)4017195-4 gnd Kapitalmarkttheorie (DE-588)4137411-3 gnd |
topic_facet | Finances - Modèles mathématiques Instruments dérivés (Finances) - Modèles mathématiques Martingalen Options (Finances) - Modèles mathématiques Portfolio-theorie Stochastische modellen Taux d'intérêt - Modèles mathématiques Valeurs mobilières à revenus fixes - Modèles mathématiques Mathematisches Modell Derivative securities Mathematical models Finance Mathematical models Fixed-income securities Mathematical models Interest rates Mathematical models Options (Finance) Mathematical models Modellierung Martingal Optionspreistheorie Martingaltheorie Finanzmathematik Kapitalmarkttheorie |
url | https://doi.org/10.1007/b137866 |
volume_link | (DE-604)BV000895226 |
work_keys_str_mv | AT musielamarek martingalemethodsinfinancialmodelling AT rutkowskimarek martingalemethodsinfinancialmodelling |