Selected infinitely divisible distributions as models for financial return data: unconditional fit and option pricing
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Abschlussarbeit Buch |
| Sprache: | English |
| Veröffentlicht: |
Berlin
Pro Business
2002
|
| Ausgabe: | 1. Aufl. |
| Schlagworte: | |
| Beschreibung: | 235 S. graph. Darst. |
| ISBN: | 393452902X |
Internformat
MARC
| LEADER | 00000nam a2200000 c 4500 | ||
|---|---|---|---|
| 001 | BV024498076 | ||
| 003 | DE-604 | ||
| 005 | 20090910 | ||
| 007 | t | ||
| 008 | 090924s2002 d||| m||| 00||| eng d | ||
| 020 | |a 393452902X |9 3-934529-02-X | ||
| 035 | |a (OCoLC)916618009 | ||
| 035 | |a (DE-599)BVBBV024498076 | ||
| 040 | |a DE-604 |b ger |e rakwb | ||
| 041 | 0 | |a eng | |
| 049 | |a DE-83 | ||
| 084 | |a QK 660 |0 (DE-625)141676: |2 rvk | ||
| 100 | 1 | |a Fischer, Matthias |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a Selected infinitely divisible distributions as models for financial return data |b unconditional fit and option pricing |c Matthias Fischer |
| 250 | |a 1. Aufl. | ||
| 264 | 1 | |a Berlin |b Pro Business |c 2002 | |
| 300 | |a 235 S. |b graph. Darst. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 502 | |a Zugl.: Erlangen, Nürnberg, Univ., Diss., 2001 | ||
| 650 | 0 | 7 | |a Black-Scholes-Modell |0 (DE-588)4206283-4 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Optionspreistheorie |0 (DE-588)4135346-8 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Deutscher Aktienindex |0 (DE-588)4266832-3 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Stochastischer Prozess |0 (DE-588)4057630-9 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Indexoption |0 (DE-588)4309314-0 |2 gnd |9 rswk-swf |
| 655 | 7 | |0 (DE-588)4113937-9 |a Hochschulschrift |2 gnd-content | |
| 689 | 0 | 0 | |a Deutscher Aktienindex |0 (DE-588)4266832-3 |D s |
| 689 | 0 | 1 | |a Indexoption |0 (DE-588)4309314-0 |D s |
| 689 | 0 | 2 | |a Optionspreistheorie |0 (DE-588)4135346-8 |D s |
| 689 | 0 | 3 | |a Black-Scholes-Modell |0 (DE-588)4206283-4 |D s |
| 689 | 0 | 4 | |a Stochastischer Prozess |0 (DE-588)4057630-9 |D s |
| 689 | 0 | |5 DE-604 | |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-018472928 | ||
Datensatz im Suchindex
| _version_ | 1804140493412499456 |
|---|---|
| any_adam_object | |
| author | Fischer, Matthias |
| author_facet | Fischer, Matthias |
| author_role | aut |
| author_sort | Fischer, Matthias |
| author_variant | m f mf |
| building | Verbundindex |
| bvnumber | BV024498076 |
| classification_rvk | QK 660 |
| ctrlnum | (OCoLC)916618009 (DE-599)BVBBV024498076 |
| discipline | Wirtschaftswissenschaften |
| edition | 1. Aufl. |
| format | Thesis Book |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>01640nam a2200433 c 4500</leader><controlfield tag="001">BV024498076</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20090910 </controlfield><controlfield tag="007">t</controlfield><controlfield tag="008">090924s2002 d||| m||| 00||| eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">393452902X</subfield><subfield code="9">3-934529-02-X</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)916618009</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV024498076</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="084" ind1=" " ind2=" "><subfield code="a">QK 660</subfield><subfield code="0">(DE-625)141676:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Fischer, Matthias</subfield><subfield code="e">Verfasser</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Selected infinitely divisible distributions as models for financial return data</subfield><subfield code="b">unconditional fit and option pricing</subfield><subfield code="c">Matthias Fischer</subfield></datafield><datafield tag="250" ind1=" " ind2=" "><subfield code="a">1. Aufl.</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Berlin</subfield><subfield code="b">Pro Business</subfield><subfield code="c">2002</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">235 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="502" ind1=" " ind2=" "><subfield code="a">Zugl.: Erlangen, Nürnberg, Univ., Diss., 2001</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Black-Scholes-Modell</subfield><subfield code="0">(DE-588)4206283-4</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Optionspreistheorie</subfield><subfield code="0">(DE-588)4135346-8</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Deutscher Aktienindex</subfield><subfield code="0">(DE-588)4266832-3</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Stochastischer Prozess</subfield><subfield code="0">(DE-588)4057630-9</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Indexoption</subfield><subfield code="0">(DE-588)4309314-0</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">Deutscher Aktienindex</subfield><subfield code="0">(DE-588)4266832-3</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="1"><subfield code="a">Indexoption</subfield><subfield code="0">(DE-588)4309314-0</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="2"><subfield code="a">Optionspreistheorie</subfield><subfield code="0">(DE-588)4135346-8</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="3"><subfield code="a">Black-Scholes-Modell</subfield><subfield code="0">(DE-588)4206283-4</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="4"><subfield code="a">Stochastischer Prozess</subfield><subfield code="0">(DE-588)4057630-9</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="5">DE-604</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-018472928</subfield></datafield></record></collection> |
| genre | (DE-588)4113937-9 Hochschulschrift gnd-content |
| genre_facet | Hochschulschrift |
| id | DE-604.BV024498076 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T22:00:51Z |
| institution | BVB |
| isbn | 393452902X |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-018472928 |
| oclc_num | 916618009 |
| open_access_boolean | |
| owner | DE-83 |
| owner_facet | DE-83 |
| physical | 235 S. graph. Darst. |
| publishDate | 2002 |
| publishDateSearch | 2002 |
| publishDateSort | 2002 |
| publisher | Pro Business |
| record_format | marc |
| spelling | Fischer, Matthias Verfasser aut Selected infinitely divisible distributions as models for financial return data unconditional fit and option pricing Matthias Fischer 1. Aufl. Berlin Pro Business 2002 235 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Zugl.: Erlangen, Nürnberg, Univ., Diss., 2001 Black-Scholes-Modell (DE-588)4206283-4 gnd rswk-swf Optionspreistheorie (DE-588)4135346-8 gnd rswk-swf Deutscher Aktienindex (DE-588)4266832-3 gnd rswk-swf Stochastischer Prozess (DE-588)4057630-9 gnd rswk-swf Indexoption (DE-588)4309314-0 gnd rswk-swf (DE-588)4113937-9 Hochschulschrift gnd-content Deutscher Aktienindex (DE-588)4266832-3 s Indexoption (DE-588)4309314-0 s Optionspreistheorie (DE-588)4135346-8 s Black-Scholes-Modell (DE-588)4206283-4 s Stochastischer Prozess (DE-588)4057630-9 s DE-604 |
| spellingShingle | Fischer, Matthias Selected infinitely divisible distributions as models for financial return data unconditional fit and option pricing Black-Scholes-Modell (DE-588)4206283-4 gnd Optionspreistheorie (DE-588)4135346-8 gnd Deutscher Aktienindex (DE-588)4266832-3 gnd Stochastischer Prozess (DE-588)4057630-9 gnd Indexoption (DE-588)4309314-0 gnd |
| subject_GND | (DE-588)4206283-4 (DE-588)4135346-8 (DE-588)4266832-3 (DE-588)4057630-9 (DE-588)4309314-0 (DE-588)4113937-9 |
| title | Selected infinitely divisible distributions as models for financial return data unconditional fit and option pricing |
| title_auth | Selected infinitely divisible distributions as models for financial return data unconditional fit and option pricing |
| title_exact_search | Selected infinitely divisible distributions as models for financial return data unconditional fit and option pricing |
| title_full | Selected infinitely divisible distributions as models for financial return data unconditional fit and option pricing Matthias Fischer |
| title_fullStr | Selected infinitely divisible distributions as models for financial return data unconditional fit and option pricing Matthias Fischer |
| title_full_unstemmed | Selected infinitely divisible distributions as models for financial return data unconditional fit and option pricing Matthias Fischer |
| title_short | Selected infinitely divisible distributions as models for financial return data |
| title_sort | selected infinitely divisible distributions as models for financial return data unconditional fit and option pricing |
| title_sub | unconditional fit and option pricing |
| topic | Black-Scholes-Modell (DE-588)4206283-4 gnd Optionspreistheorie (DE-588)4135346-8 gnd Deutscher Aktienindex (DE-588)4266832-3 gnd Stochastischer Prozess (DE-588)4057630-9 gnd Indexoption (DE-588)4309314-0 gnd |
| topic_facet | Black-Scholes-Modell Optionspreistheorie Deutscher Aktienindex Stochastischer Prozess Indexoption Hochschulschrift |
| work_keys_str_mv | AT fischermatthias selectedinfinitelydivisibledistributionsasmodelsforfinancialreturndataunconditionalfitandoptionpricing |