Applications of least-squares regressions to pricing and hedging of financial derivatives:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
2008
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| Schlagworte: | |
| Online-Zugang: | Volltext https://nbn-resolving.org/urn:nbn:de:bvb:91-diss-20071212-635889-1-9 |
| Beschreibung: | München, Techn. Univ., Diss., 2008 |
| Beschreibung: | VI, 163 S. graph. Darst. |
Internformat
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Datensatz im Suchindex
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| author | Grau, Andreas J. 1977- |
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| author_sort | Grau, Andreas J. 1977- |
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| classification_tum | MAT 628d WIR 160d MAT 629d |
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| ctrlnum | (OCoLC)644483195 (DE-599)BVBBV023300684 |
| discipline | Mathematik Wirtschaftswissenschaften |
| discipline_str_mv | Mathematik Wirtschaftswissenschaften |
| format | Book |
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| id | DE-604.BV023300684 |
| illustrated | Illustrated |
| index_date | 2024-07-02T20:46:30Z |
| indexdate | 2024-07-09T21:15:19Z |
| institution | BVB |
| language | English |
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| physical | VI, 163 S. graph. Darst. |
| psigel | ebook |
| publishDate | 2008 |
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| spelling | Grau, Andreas J. 1977- Verfasser (DE-588)135580706 aut Applications of least-squares regressions to pricing and hedging of financial derivatives Andreas J. Grau 2008 VI, 163 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier München, Techn. Univ., Diss., 2008 Monte-Carlo-Simulation (DE-588)4240945-7 gnd rswk-swf Hedging (DE-588)4123357-8 gnd rswk-swf Optionspreistheorie (DE-588)4135346-8 gnd rswk-swf Regressionsanalyse (DE-588)4129903-6 gnd rswk-swf (DE-588)4113937-9 Hochschulschrift gnd-content Optionspreistheorie (DE-588)4135346-8 s Hedging (DE-588)4123357-8 s Regressionsanalyse (DE-588)4129903-6 s Monte-Carlo-Simulation (DE-588)4240945-7 s DE-604 Erscheint auch als Online-Ausgabe urn:nbn:de:bvb:91-diss-20071212-635889-1-9 http://mediatum.ub.tum.de/doc/635889/635889.pdf Verlag kostenfrei Volltext https://nbn-resolving.org/urn:nbn:de:bvb:91-diss-20071212-635889-1-9 Resolving-System |
| spellingShingle | Grau, Andreas J. 1977- Applications of least-squares regressions to pricing and hedging of financial derivatives Monte-Carlo-Simulation (DE-588)4240945-7 gnd Hedging (DE-588)4123357-8 gnd Optionspreistheorie (DE-588)4135346-8 gnd Regressionsanalyse (DE-588)4129903-6 gnd |
| subject_GND | (DE-588)4240945-7 (DE-588)4123357-8 (DE-588)4135346-8 (DE-588)4129903-6 (DE-588)4113937-9 |
| title | Applications of least-squares regressions to pricing and hedging of financial derivatives |
| title_auth | Applications of least-squares regressions to pricing and hedging of financial derivatives |
| title_exact_search | Applications of least-squares regressions to pricing and hedging of financial derivatives |
| title_exact_search_txtP | Applications of least-squares regressions to pricing and hedging of financial derivatives |
| title_full | Applications of least-squares regressions to pricing and hedging of financial derivatives Andreas J. Grau |
| title_fullStr | Applications of least-squares regressions to pricing and hedging of financial derivatives Andreas J. Grau |
| title_full_unstemmed | Applications of least-squares regressions to pricing and hedging of financial derivatives Andreas J. Grau |
| title_short | Applications of least-squares regressions to pricing and hedging of financial derivatives |
| title_sort | applications of least squares regressions to pricing and hedging of financial derivatives |
| topic | Monte-Carlo-Simulation (DE-588)4240945-7 gnd Hedging (DE-588)4123357-8 gnd Optionspreistheorie (DE-588)4135346-8 gnd Regressionsanalyse (DE-588)4129903-6 gnd |
| topic_facet | Monte-Carlo-Simulation Hedging Optionspreistheorie Regressionsanalyse Hochschulschrift |
| url | http://mediatum.ub.tum.de/doc/635889/635889.pdf https://nbn-resolving.org/urn:nbn:de:bvb:91-diss-20071212-635889-1-9 |
| work_keys_str_mv | AT grauandreasj applicationsofleastsquaresregressionstopricingandhedgingoffinancialderivatives |