Financial modelling with jump processes:
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Boca Raton, Fla. [u.a.]
Chapman & Hall/CRC
2015
|
| Ausgabe: | 2. rev. ed. |
| Schriftenreihe: | Chapman & Hall/CRC financial mathematics series
|
| Schlagworte: | |
| Beschreibung: | Erscheint lt. Meldung ca. 07/2015 Erscheint: 1. Quartal 2021 |
| Beschreibung: | ca. 550 S. graph. Darst. |
| ISBN: | 9781420082197 |
Internformat
MARC
| LEADER | 00000nam a22000002c 4500 | ||
|---|---|---|---|
| 001 | BV023406269 | ||
| 003 | DE-604 | ||
| 005 | 20190523 | ||
| 007 | t | ||
| 008 | 080721s2015 d||| |||| 00||| eng d | ||
| 020 | |a 9781420082197 |9 978-1-4200-8219-7 | ||
| 035 | |a (OCoLC)634376572 | ||
| 035 | |a (DE-599)BSZ280736754 | ||
| 040 | |a DE-604 |b ger | ||
| 041 | 0 | |a eng | |
| 049 | |a DE-11 |a DE-M347 | ||
| 084 | |a QK 600 |0 (DE-625)141666: |2 rvk | ||
| 084 | |a QP 890 |0 (DE-625)141965: |2 rvk | ||
| 084 | |a SK 820 |0 (DE-625)143258: |2 rvk | ||
| 084 | |a SK 980 |0 (DE-625)143277: |2 rvk | ||
| 100 | 1 | |a Cont, Rama |e Verfasser |0 (DE-588)140923446 |4 aut | |
| 245 | 1 | 0 | |a Financial modelling with jump processes |c Rama Cont ; Peter Tankov |
| 250 | |a 2. rev. ed. | ||
| 264 | 1 | |a Boca Raton, Fla. [u.a.] |b Chapman & Hall/CRC |c 2015 | |
| 300 | |a ca. 550 S. |b graph. Darst. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 490 | 0 | |a Chapman & Hall/CRC financial mathematics series | |
| 500 | |a Erscheint lt. Meldung ca. 07/2015 | ||
| 500 | |a Erscheint: 1. Quartal 2021 | ||
| 650 | 4 | |a Mathematisches Modell | |
| 650 | 4 | |a Finance / Mathematical models | |
| 650 | 4 | |a Jump processes | |
| 650 | 0 | 7 | |a Finanzwissenschaft |0 (DE-588)4121273-3 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Stochastisches Modell |0 (DE-588)4057633-4 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Sprungprozess |0 (DE-588)4427906-1 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Lévy-Prozess |0 (DE-588)4463623-4 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Mathematisches Modell |0 (DE-588)4114528-8 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Finanzmathematik |0 (DE-588)4017195-4 |2 gnd |9 rswk-swf |
| 689 | 0 | 0 | |a Finanzwissenschaft |0 (DE-588)4121273-3 |D s |
| 689 | 0 | 1 | |a Mathematisches Modell |0 (DE-588)4114528-8 |D s |
| 689 | 0 | |5 DE-604 | |
| 689 | 1 | 0 | |a Finanzmathematik |0 (DE-588)4017195-4 |D s |
| 689 | 1 | 1 | |a Stochastisches Modell |0 (DE-588)4057633-4 |D s |
| 689 | 1 | 2 | |a Lévy-Prozess |0 (DE-588)4463623-4 |D s |
| 689 | 1 | 3 | |a Sprungprozess |0 (DE-588)4427906-1 |D s |
| 689 | 1 | |5 DE-604 | |
| 700 | 1 | |a Tankov, Peter |e Verfasser |4 aut | |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-016588957 | ||
Datensatz im Suchindex
| _version_ | 1804137791540428800 |
|---|---|
| adam_txt | |
| any_adam_object | |
| any_adam_object_boolean | |
| author | Cont, Rama Tankov, Peter |
| author_GND | (DE-588)140923446 |
| author_facet | Cont, Rama Tankov, Peter |
| author_role | aut aut |
| author_sort | Cont, Rama |
| author_variant | r c rc p t pt |
| building | Verbundindex |
| bvnumber | BV023406269 |
| classification_rvk | QK 600 QP 890 SK 820 SK 980 |
| ctrlnum | (OCoLC)634376572 (DE-599)BSZ280736754 |
| discipline | Mathematik Wirtschaftswissenschaften |
| discipline_str_mv | Mathematik Wirtschaftswissenschaften |
| edition | 2. rev. ed. |
| format | Book |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>02075nam a22005652c 4500</leader><controlfield tag="001">BV023406269</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20190523 </controlfield><controlfield tag="007">t</controlfield><controlfield tag="008">080721s2015 d||| |||| 00||| eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9781420082197</subfield><subfield code="9">978-1-4200-8219-7</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)634376572</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BSZ280736754</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-11</subfield><subfield code="a">DE-M347</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QK 600</subfield><subfield code="0">(DE-625)141666:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QP 890</subfield><subfield code="0">(DE-625)141965:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">SK 820</subfield><subfield code="0">(DE-625)143258:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">SK 980</subfield><subfield code="0">(DE-625)143277:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Cont, Rama</subfield><subfield code="e">Verfasser</subfield><subfield code="0">(DE-588)140923446</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Financial modelling with jump processes</subfield><subfield code="c">Rama Cont ; Peter Tankov</subfield></datafield><datafield tag="250" ind1=" " ind2=" "><subfield code="a">2. rev. ed.</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Boca Raton, Fla. [u.a.]</subfield><subfield code="b">Chapman & Hall/CRC</subfield><subfield code="c">2015</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">ca. 550 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="0" ind2=" "><subfield code="a">Chapman & Hall/CRC financial mathematics series</subfield></datafield><datafield tag="500" ind1=" " ind2=" "><subfield code="a">Erscheint lt. Meldung ca. 07/2015</subfield></datafield><datafield tag="500" ind1=" " ind2=" "><subfield code="a">Erscheint: 1. Quartal 2021</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Mathematisches Modell</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Finance / Mathematical models</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Jump processes</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Finanzwissenschaft</subfield><subfield code="0">(DE-588)4121273-3</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Stochastisches Modell</subfield><subfield code="0">(DE-588)4057633-4</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Sprungprozess</subfield><subfield code="0">(DE-588)4427906-1</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Lévy-Prozess</subfield><subfield code="0">(DE-588)4463623-4</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Mathematisches Modell</subfield><subfield code="0">(DE-588)4114528-8</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Finanzmathematik</subfield><subfield code="0">(DE-588)4017195-4</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">Finanzwissenschaft</subfield><subfield code="0">(DE-588)4121273-3</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="1"><subfield code="a">Mathematisches Modell</subfield><subfield code="0">(DE-588)4114528-8</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="5">DE-604</subfield></datafield><datafield tag="689" ind1="1" ind2="0"><subfield code="a">Finanzmathematik</subfield><subfield code="0">(DE-588)4017195-4</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="1" ind2="1"><subfield code="a">Stochastisches Modell</subfield><subfield code="0">(DE-588)4057633-4</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="1" ind2="2"><subfield code="a">Lévy-Prozess</subfield><subfield code="0">(DE-588)4463623-4</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="1" ind2="3"><subfield code="a">Sprungprozess</subfield><subfield code="0">(DE-588)4427906-1</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="1" ind2=" "><subfield code="5">DE-604</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Tankov, Peter</subfield><subfield code="e">Verfasser</subfield><subfield code="4">aut</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-016588957</subfield></datafield></record></collection> |
| id | DE-604.BV023406269 |
| illustrated | Illustrated |
| index_date | 2024-07-02T21:25:42Z |
| indexdate | 2024-07-09T21:17:55Z |
| institution | BVB |
| isbn | 9781420082197 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-016588957 |
| oclc_num | 634376572 |
| open_access_boolean | |
| owner | DE-11 DE-M347 |
| owner_facet | DE-11 DE-M347 |
| physical | ca. 550 S. graph. Darst. |
| publishDate | 2015 |
| publishDateSearch | 2015 |
| publishDateSort | 2015 |
| publisher | Chapman & Hall/CRC |
| record_format | marc |
| series2 | Chapman & Hall/CRC financial mathematics series |
| spelling | Cont, Rama Verfasser (DE-588)140923446 aut Financial modelling with jump processes Rama Cont ; Peter Tankov 2. rev. ed. Boca Raton, Fla. [u.a.] Chapman & Hall/CRC 2015 ca. 550 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Chapman & Hall/CRC financial mathematics series Erscheint lt. Meldung ca. 07/2015 Erscheint: 1. Quartal 2021 Mathematisches Modell Finance / Mathematical models Jump processes Finanzwissenschaft (DE-588)4121273-3 gnd rswk-swf Stochastisches Modell (DE-588)4057633-4 gnd rswk-swf Sprungprozess (DE-588)4427906-1 gnd rswk-swf Lévy-Prozess (DE-588)4463623-4 gnd rswk-swf Mathematisches Modell (DE-588)4114528-8 gnd rswk-swf Finanzmathematik (DE-588)4017195-4 gnd rswk-swf Finanzwissenschaft (DE-588)4121273-3 s Mathematisches Modell (DE-588)4114528-8 s DE-604 Finanzmathematik (DE-588)4017195-4 s Stochastisches Modell (DE-588)4057633-4 s Lévy-Prozess (DE-588)4463623-4 s Sprungprozess (DE-588)4427906-1 s Tankov, Peter Verfasser aut |
| spellingShingle | Cont, Rama Tankov, Peter Financial modelling with jump processes Mathematisches Modell Finance / Mathematical models Jump processes Finanzwissenschaft (DE-588)4121273-3 gnd Stochastisches Modell (DE-588)4057633-4 gnd Sprungprozess (DE-588)4427906-1 gnd Lévy-Prozess (DE-588)4463623-4 gnd Mathematisches Modell (DE-588)4114528-8 gnd Finanzmathematik (DE-588)4017195-4 gnd |
| subject_GND | (DE-588)4121273-3 (DE-588)4057633-4 (DE-588)4427906-1 (DE-588)4463623-4 (DE-588)4114528-8 (DE-588)4017195-4 |
| title | Financial modelling with jump processes |
| title_auth | Financial modelling with jump processes |
| title_exact_search | Financial modelling with jump processes |
| title_exact_search_txtP | Financial modelling with jump processes |
| title_full | Financial modelling with jump processes Rama Cont ; Peter Tankov |
| title_fullStr | Financial modelling with jump processes Rama Cont ; Peter Tankov |
| title_full_unstemmed | Financial modelling with jump processes Rama Cont ; Peter Tankov |
| title_short | Financial modelling with jump processes |
| title_sort | financial modelling with jump processes |
| topic | Mathematisches Modell Finance / Mathematical models Jump processes Finanzwissenschaft (DE-588)4121273-3 gnd Stochastisches Modell (DE-588)4057633-4 gnd Sprungprozess (DE-588)4427906-1 gnd Lévy-Prozess (DE-588)4463623-4 gnd Mathematisches Modell (DE-588)4114528-8 gnd Finanzmathematik (DE-588)4017195-4 gnd |
| topic_facet | Mathematisches Modell Finance / Mathematical models Jump processes Finanzwissenschaft Stochastisches Modell Sprungprozess Lévy-Prozess Finanzmathematik |
| work_keys_str_mv | AT contrama financialmodellingwithjumpprocesses AT tankovpeter financialmodellingwithjumpprocesses |