Integration with respect to a fractional Brownian motion and related market models:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Abschlussarbeit Buch |
| Sprache: | English |
| Veröffentlicht: |
Konstanz
Hartung-Gorre
2003
|
| Ausgabe: | 1. Aufl. |
| Schriftenreihe: | Konstanzer Dissertationen
597 |
| Schlagworte: | |
| Beschreibung: | XII, 164 S. graph. Darst. 21 cm |
| ISBN: | 3896498975 |
Internformat
MARC
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| 100 | 1 | |a Bender, Christian |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a Integration with respect to a fractional Brownian motion and related market models |c Christian Bender |
| 250 | |a 1. Aufl. | ||
| 264 | 1 | |a Konstanz |b Hartung-Gorre |c 2003 | |
| 300 | |a XII, 164 S. |b graph. Darst. |c 21 cm | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 490 | 1 | |a Konstanzer Dissertationen |v 597 | |
| 502 | |a Zugl.: Konstanz, Univ., Diss., 2003 | ||
| 650 | 4 | |a Mathematisches Modell | |
| 650 | 4 | |a Brownian motion processes | |
| 650 | 4 | |a Finance |x Mathematical models | |
| 650 | 4 | |a Stochastic integrals | |
| 650 | 0 | 7 | |a Ito-Formel |0 (DE-588)4487896-5 |2 gnd |9 rswk-swf |
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| 650 | 0 | 7 | |a Stochastische Differentialgleichung |0 (DE-588)4057621-8 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Black-Scholes-Modell |0 (DE-588)4206283-4 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Stochastisches Integral |0 (DE-588)4126478-2 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Arbitrage |0 (DE-588)4002820-3 |2 gnd |9 rswk-swf |
| 655 | 7 | |0 (DE-588)4113937-9 |a Hochschulschrift |2 gnd-content | |
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| 689 | 1 | 1 | |a Arbitrage |0 (DE-588)4002820-3 |D s |
| 689 | 1 | 2 | |a Gebrochene Brownsche Bewegung |0 (DE-588)4780019-7 |D s |
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Datensatz im Suchindex
| _version_ | 1804139021829406720 |
|---|---|
| any_adam_object | |
| author | Bender, Christian |
| author_facet | Bender, Christian |
| author_role | aut |
| author_sort | Bender, Christian |
| author_variant | c b cb |
| building | Verbundindex |
| bvnumber | BV023823081 |
| callnumber-first | Q - Science |
| callnumber-label | QA274 |
| callnumber-raw | QA274.22 |
| callnumber-search | QA274.22 |
| callnumber-sort | QA 3274.22 |
| callnumber-subject | QA - Mathematics |
| classification_tum | WIR 160d MAT 605d |
| ctrlnum | (OCoLC)62143372 (DE-599)BVBBV023823081 |
| dewey-full | 510 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 510 - Mathematics |
| dewey-raw | 510 |
| dewey-search | 510 |
| dewey-sort | 3510 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik Wirtschaftswissenschaften |
| edition | 1. Aufl. |
| format | Thesis Book |
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| genre_facet | Hochschulschrift |
| id | DE-604.BV023823081 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T21:37:28Z |
| institution | BVB |
| isbn | 3896498975 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-017465297 |
| oclc_num | 62143372 |
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| owner | DE-634 DE-91G DE-BY-TUM |
| owner_facet | DE-634 DE-91G DE-BY-TUM |
| physical | XII, 164 S. graph. Darst. 21 cm |
| publishDate | 2003 |
| publishDateSearch | 2003 |
| publishDateSort | 2003 |
| publisher | Hartung-Gorre |
| record_format | marc |
| series | Konstanzer Dissertationen |
| series2 | Konstanzer Dissertationen |
| spelling | Bender, Christian Verfasser aut Integration with respect to a fractional Brownian motion and related market models Christian Bender 1. Aufl. Konstanz Hartung-Gorre 2003 XII, 164 S. graph. Darst. 21 cm txt rdacontent n rdamedia nc rdacarrier Konstanzer Dissertationen 597 Zugl.: Konstanz, Univ., Diss., 2003 Mathematisches Modell Brownian motion processes Finance Mathematical models Stochastic integrals Ito-Formel (DE-588)4487896-5 gnd rswk-swf Weißes Rauschen (DE-588)4189502-2 gnd rswk-swf Rückwärtsgleichung (DE-588)4752002-4 gnd rswk-swf Gebrochene Brownsche Bewegung (DE-588)4780019-7 gnd rswk-swf Stochastische Differentialgleichung (DE-588)4057621-8 gnd rswk-swf Black-Scholes-Modell (DE-588)4206283-4 gnd rswk-swf Stochastisches Integral (DE-588)4126478-2 gnd rswk-swf Arbitrage (DE-588)4002820-3 gnd rswk-swf (DE-588)4113937-9 Hochschulschrift gnd-content Gebrochene Brownsche Bewegung (DE-588)4780019-7 s Stochastisches Integral (DE-588)4126478-2 s Ito-Formel (DE-588)4487896-5 s Stochastische Differentialgleichung (DE-588)4057621-8 s Rückwärtsgleichung (DE-588)4752002-4 s Weißes Rauschen (DE-588)4189502-2 s DE-604 Black-Scholes-Modell (DE-588)4206283-4 s Arbitrage (DE-588)4002820-3 s Konstanzer Dissertationen 597 (DE-604)BV000010013 597 |
| spellingShingle | Bender, Christian Integration with respect to a fractional Brownian motion and related market models Konstanzer Dissertationen Mathematisches Modell Brownian motion processes Finance Mathematical models Stochastic integrals Ito-Formel (DE-588)4487896-5 gnd Weißes Rauschen (DE-588)4189502-2 gnd Rückwärtsgleichung (DE-588)4752002-4 gnd Gebrochene Brownsche Bewegung (DE-588)4780019-7 gnd Stochastische Differentialgleichung (DE-588)4057621-8 gnd Black-Scholes-Modell (DE-588)4206283-4 gnd Stochastisches Integral (DE-588)4126478-2 gnd Arbitrage (DE-588)4002820-3 gnd |
| subject_GND | (DE-588)4487896-5 (DE-588)4189502-2 (DE-588)4752002-4 (DE-588)4780019-7 (DE-588)4057621-8 (DE-588)4206283-4 (DE-588)4126478-2 (DE-588)4002820-3 (DE-588)4113937-9 |
| title | Integration with respect to a fractional Brownian motion and related market models |
| title_auth | Integration with respect to a fractional Brownian motion and related market models |
| title_exact_search | Integration with respect to a fractional Brownian motion and related market models |
| title_full | Integration with respect to a fractional Brownian motion and related market models Christian Bender |
| title_fullStr | Integration with respect to a fractional Brownian motion and related market models Christian Bender |
| title_full_unstemmed | Integration with respect to a fractional Brownian motion and related market models Christian Bender |
| title_short | Integration with respect to a fractional Brownian motion and related market models |
| title_sort | integration with respect to a fractional brownian motion and related market models |
| topic | Mathematisches Modell Brownian motion processes Finance Mathematical models Stochastic integrals Ito-Formel (DE-588)4487896-5 gnd Weißes Rauschen (DE-588)4189502-2 gnd Rückwärtsgleichung (DE-588)4752002-4 gnd Gebrochene Brownsche Bewegung (DE-588)4780019-7 gnd Stochastische Differentialgleichung (DE-588)4057621-8 gnd Black-Scholes-Modell (DE-588)4206283-4 gnd Stochastisches Integral (DE-588)4126478-2 gnd Arbitrage (DE-588)4002820-3 gnd |
| topic_facet | Mathematisches Modell Brownian motion processes Finance Mathematical models Stochastic integrals Ito-Formel Weißes Rauschen Rückwärtsgleichung Gebrochene Brownsche Bewegung Stochastische Differentialgleichung Black-Scholes-Modell Stochastisches Integral Arbitrage Hochschulschrift |
| volume_link | (DE-604)BV000010013 |
| work_keys_str_mv | AT benderchristian integrationwithrespecttoafractionalbrownianmotionandrelatedmarketmodels |