A market model for stochastic implied volatility:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Bonn
Univ., Sonderforschungsbereich 303
1999
|
| Schriftenreihe: | Discussion paper / Sonderforschungsbereich 303 "Information und die Koordination Wirtschaftlicher Aktivitäten", Projektbereich B
453 |
| Beschreibung: | 23 S. graph. Darst. |
Internformat
MARC
| LEADER | 00000nam a2200000 cb4500 | ||
|---|---|---|---|
| 001 | BV024480315 | ||
| 003 | DE-604 | ||
| 005 | 20150225 | ||
| 007 | t | ||
| 008 | 991202s1999 d||| |||| 00||| eng d | ||
| 035 | |a (OCoLC)76058154 | ||
| 035 | |a (DE-599)BVBBV024480315 | ||
| 040 | |a DE-604 |b ger |e rakwb | ||
| 041 | 0 | |a eng | |
| 049 | |a DE-83 | ||
| 100 | 1 | |a Schönbucher, Philipp J. |d 1969- |e Verfasser |0 (DE-588)121905977 |4 aut | |
| 245 | 1 | 0 | |a A market model for stochastic implied volatility |c by Philipp J. Schönbucher |
| 264 | 1 | |a Bonn |b Univ., Sonderforschungsbereich 303 |c 1999 | |
| 300 | |a 23 S. |b graph. Darst. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 490 | 1 | |a Discussion paper / Sonderforschungsbereich 303 "Information und die Koordination Wirtschaftlicher Aktivitäten", Projektbereich B |v 453 | |
| 810 | 2 | |a Sonderforschungsbereich Information und die Koordination Wirtschaftlicher Aktivitäten |p Projektbereich Variable und Informationsabhängige Strukturen |t Discussion paper |v 453 |w (DE-604)BV004849776 |9 453 | |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-018455997 | ||
Datensatz im Suchindex
| _version_ | 1804140470702440448 |
|---|---|
| any_adam_object | |
| author | Schönbucher, Philipp J. 1969- |
| author_GND | (DE-588)121905977 |
| author_facet | Schönbucher, Philipp J. 1969- |
| author_role | aut |
| author_sort | Schönbucher, Philipp J. 1969- |
| author_variant | p j s pj pjs |
| building | Verbundindex |
| bvnumber | BV024480315 |
| ctrlnum | (OCoLC)76058154 (DE-599)BVBBV024480315 |
| format | Book |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>01104nam a2200265 cb4500</leader><controlfield tag="001">BV024480315</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20150225 </controlfield><controlfield tag="007">t</controlfield><controlfield tag="008">991202s1999 d||| |||| 00||| eng d</controlfield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)76058154</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV024480315</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rakwb</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-83</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Schönbucher, Philipp J.</subfield><subfield code="d">1969-</subfield><subfield code="e">Verfasser</subfield><subfield code="0">(DE-588)121905977</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">A market model for stochastic implied volatility</subfield><subfield code="c">by Philipp J. Schönbucher</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Bonn</subfield><subfield code="b">Univ., Sonderforschungsbereich 303</subfield><subfield code="c">1999</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">23 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="1" ind2=" "><subfield code="a">Discussion paper / Sonderforschungsbereich 303 "Information und die Koordination Wirtschaftlicher Aktivitäten", Projektbereich B</subfield><subfield code="v">453</subfield></datafield><datafield tag="810" ind1="2" ind2=" "><subfield code="a">Sonderforschungsbereich Information und die Koordination Wirtschaftlicher Aktivitäten </subfield><subfield code="p">Projektbereich Variable und Informationsabhängige Strukturen</subfield><subfield code="t">Discussion paper</subfield><subfield code="v">453</subfield><subfield code="w">(DE-604)BV004849776</subfield><subfield code="9">453</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-018455997</subfield></datafield></record></collection> |
| id | DE-604.BV024480315 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T22:00:30Z |
| institution | BVB |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-018455997 |
| oclc_num | 76058154 |
| open_access_boolean | |
| owner | DE-83 |
| owner_facet | DE-83 |
| physical | 23 S. graph. Darst. |
| publishDate | 1999 |
| publishDateSearch | 1999 |
| publishDateSort | 1999 |
| publisher | Univ., Sonderforschungsbereich 303 |
| record_format | marc |
| series2 | Discussion paper / Sonderforschungsbereich 303 "Information und die Koordination Wirtschaftlicher Aktivitäten", Projektbereich B |
| spelling | Schönbucher, Philipp J. 1969- Verfasser (DE-588)121905977 aut A market model for stochastic implied volatility by Philipp J. Schönbucher Bonn Univ., Sonderforschungsbereich 303 1999 23 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Discussion paper / Sonderforschungsbereich 303 "Information und die Koordination Wirtschaftlicher Aktivitäten", Projektbereich B 453 Sonderforschungsbereich Information und die Koordination Wirtschaftlicher Aktivitäten Projektbereich Variable und Informationsabhängige Strukturen Discussion paper 453 (DE-604)BV004849776 453 |
| spellingShingle | Schönbucher, Philipp J. 1969- A market model for stochastic implied volatility |
| title | A market model for stochastic implied volatility |
| title_auth | A market model for stochastic implied volatility |
| title_exact_search | A market model for stochastic implied volatility |
| title_full | A market model for stochastic implied volatility by Philipp J. Schönbucher |
| title_fullStr | A market model for stochastic implied volatility by Philipp J. Schönbucher |
| title_full_unstemmed | A market model for stochastic implied volatility by Philipp J. Schönbucher |
| title_short | A market model for stochastic implied volatility |
| title_sort | a market model for stochastic implied volatility |
| volume_link | (DE-604)BV004849776 |
| work_keys_str_mv | AT schonbucherphilippj amarketmodelforstochasticimpliedvolatility |