Pricing interest-rate derivatives: a Fourier-transform based approach
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Abschlussarbeit Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Berlin [u.a.]
Springer
2008
|
| Schriftenreihe: | Lecture notes in economics and mathematical systems
607 |
| Schlagworte: | |
| Online-Zugang: | BTU01 FAN01 FHI01 FHM01 FHR01 FKE01 FNU01 HWR01 UBG01 UBR01 UBT01 UBY01 UPA01 Volltext Inhaltsverzeichnis |
| Beschreibung: | 1 Online-Ressource (XXII, 193 S.) graph. Darst. |
| ISBN: | 9783540770664 |
| DOI: | 10.1007/978-3-540-77066-4 |
Internformat
MARC
| LEADER | 00000nmm a2200000 cb4500 | ||
|---|---|---|---|
| 001 | BV023362820 | ||
| 003 | DE-604 | ||
| 005 | 20200324 | ||
| 006 | a m||| 00||| | ||
| 007 | cr|uuu---uuuuu | ||
| 008 | 080625s2008 gw |||| o||u| ||||||eng d | ||
| 015 | |a 07,N48,0668 |2 dnb | ||
| 020 | |a 9783540770664 |c Online |9 978-3-540-77066-4 | ||
| 024 | 7 | |a 10.1007/978-3-540-77066-4 |2 doi | |
| 035 | |a (OCoLC)253961501 | ||
| 035 | |a (DE-599)BVBBV023362820 | ||
| 040 | |a DE-604 |b ger |e rakddb | ||
| 041 | 0 | |a eng | |
| 044 | |a gw |c XA-DE-BE | ||
| 049 | |a DE-473 |a DE-739 |a DE-706 |a DE-898 |a DE-M347 |a DE-355 |a DE-703 |a DE-1102 |a DE-1049 |a DE-634 |a DE-2070s |a DE-859 |a DE-573 |a DE-188 | ||
| 084 | |a QK 660 |0 (DE-625)141676: |2 rvk | ||
| 084 | |a QK 628 |0 (DE-625)141671: |2 rvk | ||
| 084 | |a 650 |2 sdnb | ||
| 100 | 1 | |a Bouziane, Markus |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a Pricing interest-rate derivatives |b a Fourier-transform based approach |c Markus Bouziane |
| 246 | 1 | 3 | |a Pricing interest rate derivatives with fourier transform techniques |
| 264 | 1 | |a Berlin [u.a.] |b Springer |c 2008 | |
| 300 | |a 1 Online-Ressource (XXII, 193 S.) |b graph. Darst. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b c |2 rdamedia | ||
| 338 | |b cr |2 rdacarrier | ||
| 490 | 1 | |a Lecture notes in economics and mathematical systems |v 607 | |
| 502 | |a Zugl.: Tübingen, Univ., Diss., 2007 u.d.T.: Bouziane, Markus: Pricing interest rate derivatives with fourier transform techniques | ||
| 650 | 0 | 7 | |a Zins |0 (DE-588)4067845-3 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Derivat |g Wertpapier |0 (DE-588)4381572-8 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Preisbildung |0 (DE-588)4047103-2 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Fourier-Transformation |0 (DE-588)4018014-1 |2 gnd |9 rswk-swf |
| 655 | 7 | |0 (DE-588)4113937-9 |a Hochschulschrift |2 gnd-content | |
| 689 | 0 | 0 | |a Zins |0 (DE-588)4067845-3 |D s |
| 689 | 0 | 1 | |a Derivat |g Wertpapier |0 (DE-588)4381572-8 |D s |
| 689 | 0 | 2 | |a Preisbildung |0 (DE-588)4047103-2 |D s |
| 689 | 0 | 3 | |a Fourier-Transformation |0 (DE-588)4018014-1 |D s |
| 689 | 0 | |5 DE-604 | |
| 776 | 0 | 8 | |i Erscheint auch als |n Druck-Ausgabe, Paperback |z 3-540-77065-8 |
| 776 | 0 | 8 | |i Erscheint auch als |n Druck-Ausgabe, Paperback |z 978-3-540-77065-7 |
| 830 | 0 | |a Lecture notes in economics and mathematical systems |v 607 |w (DE-604)BV036652996 |9 607 | |
| 856 | 4 | 0 | |u https://doi.org/10.1007/978-3-540-77066-4 |x Verlag |z URL des Erstveröffentlichers# |3 Volltext |
| 856 | 4 | 2 | |m DNB Datenaustausch |q application/pdf |u http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=016546234&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |3 Inhaltsverzeichnis |
| 912 | |a ZDB-2-SBE |a ebook | ||
| 999 | |a oai:aleph.bib-bvb.de:BVB01-016546234 | ||
| 966 | e | |u https://doi.org/10.1007/978-3-540-77066-4 |l BTU01 |p ZDB-2-SBE |x Verlag |3 Volltext | |
| 966 | e | |u https://doi.org/10.1007/978-3-540-77066-4 |l FAN01 |p ZDB-2-SBE |x Verlag |3 Volltext | |
| 966 | e | |u https://doi.org/10.1007/978-3-540-77066-4 |l FHI01 |p ZDB-2-SBE |x Verlag |3 Volltext | |
| 966 | e | |u https://doi.org/10.1007/978-3-540-77066-4 |l FHM01 |p ZDB-2-SBE |x Verlag |3 Volltext | |
| 966 | e | |u https://doi.org/10.1007/978-3-540-77066-4 |l FHR01 |p ZDB-2-SBE |x Verlag |3 Volltext | |
| 966 | e | |u https://doi.org/10.1007/978-3-540-77066-4 |l FKE01 |p ZDB-2-SBE |x Verlag |3 Volltext | |
| 966 | e | |u https://doi.org/10.1007/978-3-540-77066-4 |l FNU01 |p ZDB-2-SBE |x Verlag |3 Volltext | |
| 966 | e | |u https://doi.org/10.1007/978-3-540-77066-4 |l HWR01 |p ZDB-2-SBE |x Verlag |3 Volltext | |
| 966 | e | |u https://doi.org/10.1007/978-3-540-77066-4 |l UBG01 |p ZDB-2-SBE |x Verlag |3 Volltext | |
| 966 | e | |u https://doi.org/10.1007/978-3-540-77066-4 |l UBR01 |p ZDB-2-SBE |x Verlag |3 Volltext | |
| 966 | e | |u https://doi.org/10.1007/978-3-540-77066-4 |l UBT01 |p ZDB-2-SBE |x Verlag |3 Volltext | |
| 966 | e | |u https://doi.org/10.1007/978-3-540-77066-4 |l UBY01 |p ZDB-2-SBE |x Verlag |3 Volltext | |
| 966 | e | |u https://doi.org/10.1007/978-3-540-77066-4 |l UPA01 |p ZDB-2-SBE |x Verlag |3 Volltext | |
Datensatz im Suchindex
| _version_ | 1804137726443782144 |
|---|---|
| adam_text | CONTENTS LIST OF ABBREVIATIONS AND SYMBOLS XV LIST OF TABLES XIX LIST OF
FIGURES XXI 1 INTRODUCTION 1 1.1 MOTIVATION AND OBJECTIVES 1 1.2
STRUCTURE OF THE THESIS 4 2 A GENERAL MULTI-FACTOR MODEL OF THE TERM
STRUCTURE OF INTEREST RATES AND THE PRINCIPLES OF CHARACTERISTIC
FUNCTIONS 7 2.1 AN EXTENDED JUMP-DIFFUSION TERM-STRUCTURE MODEL 7 2.2
TECHNICAL PRELIMINARIES 11 2.3 THE RISK-NEUTRAL PRICING APPROACH 13
2.3.1 ARBITRAGE AND THE EQUIVALENT MARTINGALE MEASURE 15 2.3.2
DERIVATION OF THE RISK-NEUTRAL COEFFICIENTS 16 2.4 THE CHARACTERISTIC
FUNCTION 21 3 THEORETICAL PRICES OF EUROPEAN INTEREST-RATE DERIVATIVES
.. 31 3.1 OVERVIEW 31 3.2 DERIVATIVES WITH UNCONDITIONAL PAYOFF
FUNCTIONS 32 3.3 DERIVATIVES WITH CONDITIONAL PAYOFF FUNCTIONS 38
GESCANNT DURCH BIBLIOGRAFISCHE INFORMATIONEN HTTP://D-NB.INFO/986278432
DIGITALISIERT DURCH * * * REFERENCES 187 CONTENTS XIII 8.2.1 DERIVATION
OF THE CHARACTERISTIC FUNCTION 126 8.2.2 NUMERICAL RESULTS 128 8.3 THE
SQUARE-ROOT MODEL 136 8.3.1 DERIVATION OF THE CHARACTERISTIC FUNCTION
136 8.3.2 NUMERICAL RESULTS 138 9 JUMP-ENHANCED TWO-FACTOR INTEREST-RATE
MODELS 145 9.1 OVERVIEW 145 9.2 THE ADDITIVE OU-SR MODEL 146 9.2.1
DERIVATION OF THE CHARACTERISTIC FUNCTION 146 9.2.2 NUMERICAL RESULTS
148 9.3 THE FONG-VASICEK MODEL 159 9.3.1 DERIVATION OF THE
CHARACTERISTIC FUNCTION 159 9.3.2 NUMERICAL RESULTS 163 10 NON-AFFINE
TERM-STRUCTURE MODELS AND SHORT-RATE MODELS WITH STOCHASTIC JUMP
INTENSITY 171 10.1 OVERVIEW 171 10.2 QUADRATIC GAUSSIAN MODELS 171 10.3
STOCHASTIC JUMP INTENSITY 174 11 CONCLUSION 175 A DERIVATION OF THE
COMPLEX-VALUED COEFFICIENTS FOR THE CHARACTERISTIC FUNCTION IN THE
SQUARE-ROOT MODEL 179 B DERIVATION OF THE COMPLEX-VALUED COEFFICIENTS
FOR THE CHARACTERISTIC FUNCTION IN THE FONG-VASICEK MODEL 183
|
| adam_txt |
CONTENTS LIST OF ABBREVIATIONS AND SYMBOLS XV LIST OF TABLES XIX LIST OF
FIGURES XXI 1 INTRODUCTION 1 1.1 MOTIVATION AND OBJECTIVES 1 1.2
STRUCTURE OF THE THESIS 4 2 A GENERAL MULTI-FACTOR MODEL OF THE TERM
STRUCTURE OF INTEREST RATES AND THE PRINCIPLES OF CHARACTERISTIC
FUNCTIONS 7 2.1 AN EXTENDED JUMP-DIFFUSION TERM-STRUCTURE MODEL 7 2.2
TECHNICAL PRELIMINARIES 11 2.3 THE RISK-NEUTRAL PRICING APPROACH 13
2.3.1 ARBITRAGE AND THE EQUIVALENT MARTINGALE MEASURE 15 2.3.2
DERIVATION OF THE RISK-NEUTRAL COEFFICIENTS 16 2.4 THE CHARACTERISTIC
FUNCTION 21 3 THEORETICAL PRICES OF EUROPEAN INTEREST-RATE DERIVATIVES
. 31 3.1 OVERVIEW 31 3.2 DERIVATIVES WITH UNCONDITIONAL PAYOFF
FUNCTIONS 32 3.3 DERIVATIVES WITH CONDITIONAL PAYOFF FUNCTIONS 38
GESCANNT DURCH BIBLIOGRAFISCHE INFORMATIONEN HTTP://D-NB.INFO/986278432
DIGITALISIERT DURCH * * * REFERENCES 187 CONTENTS XIII 8.2.1 DERIVATION
OF THE CHARACTERISTIC FUNCTION 126 8.2.2 NUMERICAL RESULTS 128 8.3 THE
SQUARE-ROOT MODEL 136 8.3.1 DERIVATION OF THE CHARACTERISTIC FUNCTION
136 8.3.2 NUMERICAL RESULTS 138 9 JUMP-ENHANCED TWO-FACTOR INTEREST-RATE
MODELS 145 9.1 OVERVIEW 145 9.2 THE ADDITIVE OU-SR MODEL 146 9.2.1
DERIVATION OF THE CHARACTERISTIC FUNCTION 146 9.2.2 NUMERICAL RESULTS
148 9.3 THE FONG-VASICEK MODEL 159 9.3.1 DERIVATION OF THE
CHARACTERISTIC FUNCTION 159 9.3.2 NUMERICAL RESULTS 163 10 NON-AFFINE
TERM-STRUCTURE MODELS AND SHORT-RATE MODELS WITH STOCHASTIC JUMP
INTENSITY 171 10.1 OVERVIEW 171 10.2 QUADRATIC GAUSSIAN MODELS 171 10.3
STOCHASTIC JUMP INTENSITY 174 11 CONCLUSION 175 A DERIVATION OF THE
COMPLEX-VALUED COEFFICIENTS FOR THE CHARACTERISTIC FUNCTION IN THE
SQUARE-ROOT MODEL 179 B DERIVATION OF THE COMPLEX-VALUED COEFFICIENTS
FOR THE CHARACTERISTIC FUNCTION IN THE FONG-VASICEK MODEL 183 |
| any_adam_object | 1 |
| any_adam_object_boolean | 1 |
| author | Bouziane, Markus |
| author_facet | Bouziane, Markus |
| author_role | aut |
| author_sort | Bouziane, Markus |
| author_variant | m b mb |
| building | Verbundindex |
| bvnumber | BV023362820 |
| classification_rvk | QK 660 QK 628 |
| collection | ZDB-2-SBE ebook |
| ctrlnum | (OCoLC)253961501 (DE-599)BVBBV023362820 |
| discipline | Wirtschaftswissenschaften |
| discipline_str_mv | Wirtschaftswissenschaften |
| doi_str_mv | 10.1007/978-3-540-77066-4 |
| format | Thesis Electronic eBook |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>03887nmm a2200721 cb4500</leader><controlfield tag="001">BV023362820</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20200324 </controlfield><controlfield tag="006">a m||| 00||| </controlfield><controlfield tag="007">cr|uuu---uuuuu</controlfield><controlfield tag="008">080625s2008 gw |||| o||u| ||||||eng d</controlfield><datafield tag="015" ind1=" " ind2=" "><subfield code="a">07,N48,0668</subfield><subfield code="2">dnb</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9783540770664</subfield><subfield code="c">Online</subfield><subfield code="9">978-3-540-77066-4</subfield></datafield><datafield tag="024" ind1="7" ind2=" "><subfield code="a">10.1007/978-3-540-77066-4</subfield><subfield code="2">doi</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)253961501</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV023362820</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rakddb</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="044" ind1=" " ind2=" "><subfield code="a">gw</subfield><subfield code="c">XA-DE-BE</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-473</subfield><subfield code="a">DE-739</subfield><subfield code="a">DE-706</subfield><subfield code="a">DE-898</subfield><subfield code="a">DE-M347</subfield><subfield code="a">DE-355</subfield><subfield code="a">DE-703</subfield><subfield code="a">DE-1102</subfield><subfield code="a">DE-1049</subfield><subfield code="a">DE-634</subfield><subfield code="a">DE-2070s</subfield><subfield code="a">DE-859</subfield><subfield code="a">DE-573</subfield><subfield code="a">DE-188</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QK 660</subfield><subfield code="0">(DE-625)141676:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QK 628</subfield><subfield code="0">(DE-625)141671:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">650</subfield><subfield code="2">sdnb</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Bouziane, Markus</subfield><subfield code="e">Verfasser</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Pricing interest-rate derivatives</subfield><subfield code="b">a Fourier-transform based approach</subfield><subfield code="c">Markus Bouziane</subfield></datafield><datafield tag="246" ind1="1" ind2="3"><subfield code="a">Pricing interest rate derivatives with fourier transform techniques</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Berlin [u.a.]</subfield><subfield code="b">Springer</subfield><subfield code="c">2008</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">1 Online-Ressource (XXII, 193 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">c</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">cr</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="1" ind2=" "><subfield code="a">Lecture notes in economics and mathematical systems</subfield><subfield code="v">607</subfield></datafield><datafield tag="502" ind1=" " ind2=" "><subfield code="a">Zugl.: Tübingen, Univ., Diss., 2007 u.d.T.: Bouziane, Markus: Pricing interest rate derivatives with fourier transform techniques</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Zins</subfield><subfield code="0">(DE-588)4067845-3</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Derivat</subfield><subfield code="g">Wertpapier</subfield><subfield code="0">(DE-588)4381572-8</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Preisbildung</subfield><subfield code="0">(DE-588)4047103-2</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Fourier-Transformation</subfield><subfield code="0">(DE-588)4018014-1</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="655" ind1=" " ind2="7"><subfield code="0">(DE-588)4113937-9</subfield><subfield code="a">Hochschulschrift</subfield><subfield code="2">gnd-content</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">Zins</subfield><subfield code="0">(DE-588)4067845-3</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="1"><subfield code="a">Derivat</subfield><subfield code="g">Wertpapier</subfield><subfield code="0">(DE-588)4381572-8</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="2"><subfield code="a">Preisbildung</subfield><subfield code="0">(DE-588)4047103-2</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="3"><subfield code="a">Fourier-Transformation</subfield><subfield code="0">(DE-588)4018014-1</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="5">DE-604</subfield></datafield><datafield tag="776" ind1="0" ind2="8"><subfield code="i">Erscheint auch als</subfield><subfield code="n">Druck-Ausgabe, Paperback</subfield><subfield code="z">3-540-77065-8</subfield></datafield><datafield tag="776" ind1="0" ind2="8"><subfield code="i">Erscheint auch als</subfield><subfield code="n">Druck-Ausgabe, Paperback</subfield><subfield code="z">978-3-540-77065-7</subfield></datafield><datafield tag="830" ind1=" " ind2="0"><subfield code="a">Lecture notes in economics and mathematical systems</subfield><subfield code="v">607</subfield><subfield code="w">(DE-604)BV036652996</subfield><subfield code="9">607</subfield></datafield><datafield tag="856" ind1="4" ind2="0"><subfield code="u">https://doi.org/10.1007/978-3-540-77066-4</subfield><subfield code="x">Verlag</subfield><subfield code="z">URL des Erstveröffentlichers#</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="856" ind1="4" ind2="2"><subfield code="m">DNB Datenaustausch</subfield><subfield code="q">application/pdf</subfield><subfield code="u">http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=016546234&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA</subfield><subfield code="3">Inhaltsverzeichnis</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">ZDB-2-SBE</subfield><subfield code="a">ebook</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-016546234</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1007/978-3-540-77066-4</subfield><subfield code="l">BTU01</subfield><subfield code="p">ZDB-2-SBE</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1007/978-3-540-77066-4</subfield><subfield code="l">FAN01</subfield><subfield code="p">ZDB-2-SBE</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1007/978-3-540-77066-4</subfield><subfield code="l">FHI01</subfield><subfield code="p">ZDB-2-SBE</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1007/978-3-540-77066-4</subfield><subfield code="l">FHM01</subfield><subfield code="p">ZDB-2-SBE</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1007/978-3-540-77066-4</subfield><subfield code="l">FHR01</subfield><subfield code="p">ZDB-2-SBE</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1007/978-3-540-77066-4</subfield><subfield code="l">FKE01</subfield><subfield code="p">ZDB-2-SBE</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1007/978-3-540-77066-4</subfield><subfield code="l">FNU01</subfield><subfield code="p">ZDB-2-SBE</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1007/978-3-540-77066-4</subfield><subfield code="l">HWR01</subfield><subfield code="p">ZDB-2-SBE</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1007/978-3-540-77066-4</subfield><subfield code="l">UBG01</subfield><subfield code="p">ZDB-2-SBE</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1007/978-3-540-77066-4</subfield><subfield code="l">UBR01</subfield><subfield code="p">ZDB-2-SBE</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1007/978-3-540-77066-4</subfield><subfield code="l">UBT01</subfield><subfield code="p">ZDB-2-SBE</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1007/978-3-540-77066-4</subfield><subfield code="l">UBY01</subfield><subfield code="p">ZDB-2-SBE</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1007/978-3-540-77066-4</subfield><subfield code="l">UPA01</subfield><subfield code="p">ZDB-2-SBE</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield></record></collection> |
| genre | (DE-588)4113937-9 Hochschulschrift gnd-content |
| genre_facet | Hochschulschrift |
| id | DE-604.BV023362820 |
| illustrated | Not Illustrated |
| index_date | 2024-07-02T21:09:43Z |
| indexdate | 2024-07-09T21:16:52Z |
| institution | BVB |
| isbn | 9783540770664 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-016546234 |
| oclc_num | 253961501 |
| open_access_boolean | |
| owner | DE-473 DE-BY-UBG DE-739 DE-706 DE-898 DE-BY-UBR DE-M347 DE-355 DE-BY-UBR DE-703 DE-1102 DE-1049 DE-634 DE-2070s DE-859 DE-573 DE-188 |
| owner_facet | DE-473 DE-BY-UBG DE-739 DE-706 DE-898 DE-BY-UBR DE-M347 DE-355 DE-BY-UBR DE-703 DE-1102 DE-1049 DE-634 DE-2070s DE-859 DE-573 DE-188 |
| physical | 1 Online-Ressource (XXII, 193 S.) graph. Darst. |
| psigel | ZDB-2-SBE ebook |
| publishDate | 2008 |
| publishDateSearch | 2008 |
| publishDateSort | 2008 |
| publisher | Springer |
| record_format | marc |
| series | Lecture notes in economics and mathematical systems |
| series2 | Lecture notes in economics and mathematical systems |
| spelling | Bouziane, Markus Verfasser aut Pricing interest-rate derivatives a Fourier-transform based approach Markus Bouziane Pricing interest rate derivatives with fourier transform techniques Berlin [u.a.] Springer 2008 1 Online-Ressource (XXII, 193 S.) graph. Darst. txt rdacontent c rdamedia cr rdacarrier Lecture notes in economics and mathematical systems 607 Zugl.: Tübingen, Univ., Diss., 2007 u.d.T.: Bouziane, Markus: Pricing interest rate derivatives with fourier transform techniques Zins (DE-588)4067845-3 gnd rswk-swf Derivat Wertpapier (DE-588)4381572-8 gnd rswk-swf Preisbildung (DE-588)4047103-2 gnd rswk-swf Fourier-Transformation (DE-588)4018014-1 gnd rswk-swf (DE-588)4113937-9 Hochschulschrift gnd-content Zins (DE-588)4067845-3 s Derivat Wertpapier (DE-588)4381572-8 s Preisbildung (DE-588)4047103-2 s Fourier-Transformation (DE-588)4018014-1 s DE-604 Erscheint auch als Druck-Ausgabe, Paperback 3-540-77065-8 Erscheint auch als Druck-Ausgabe, Paperback 978-3-540-77065-7 Lecture notes in economics and mathematical systems 607 (DE-604)BV036652996 607 https://doi.org/10.1007/978-3-540-77066-4 Verlag URL des Erstveröffentlichers# Volltext DNB Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=016546234&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Bouziane, Markus Pricing interest-rate derivatives a Fourier-transform based approach Lecture notes in economics and mathematical systems Zins (DE-588)4067845-3 gnd Derivat Wertpapier (DE-588)4381572-8 gnd Preisbildung (DE-588)4047103-2 gnd Fourier-Transformation (DE-588)4018014-1 gnd |
| subject_GND | (DE-588)4067845-3 (DE-588)4381572-8 (DE-588)4047103-2 (DE-588)4018014-1 (DE-588)4113937-9 |
| title | Pricing interest-rate derivatives a Fourier-transform based approach |
| title_alt | Pricing interest rate derivatives with fourier transform techniques |
| title_auth | Pricing interest-rate derivatives a Fourier-transform based approach |
| title_exact_search | Pricing interest-rate derivatives a Fourier-transform based approach |
| title_exact_search_txtP | Pricing interest-rate derivatives a Fourier-transform based approach |
| title_full | Pricing interest-rate derivatives a Fourier-transform based approach Markus Bouziane |
| title_fullStr | Pricing interest-rate derivatives a Fourier-transform based approach Markus Bouziane |
| title_full_unstemmed | Pricing interest-rate derivatives a Fourier-transform based approach Markus Bouziane |
| title_short | Pricing interest-rate derivatives |
| title_sort | pricing interest rate derivatives a fourier transform based approach |
| title_sub | a Fourier-transform based approach |
| topic | Zins (DE-588)4067845-3 gnd Derivat Wertpapier (DE-588)4381572-8 gnd Preisbildung (DE-588)4047103-2 gnd Fourier-Transformation (DE-588)4018014-1 gnd |
| topic_facet | Zins Derivat Wertpapier Preisbildung Fourier-Transformation Hochschulschrift |
| url | https://doi.org/10.1007/978-3-540-77066-4 http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=016546234&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| volume_link | (DE-604)BV036652996 |
| work_keys_str_mv | AT bouzianemarkus pricinginterestratederivativesafouriertransformbasedapproach AT bouzianemarkus pricinginterestratederivativeswithfouriertransformtechniques |