Approximation of interest rate derivatives' price by Gram-Charlier expansion and bond moments:
Gespeichert in:
| Hauptverfasser: | , , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Tokyo
2005
|
| Schriftenreihe: | IMES discussion paper series
2005,16 |
| Beschreibung: | 25 S. graph. Darst. |
Internformat
MARC
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| 100 | 1 | |a Tanaka, Keiichi |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a Approximation of interest rate derivatives' price by Gram-Charlier expansion and bond moments |c Keiichi Tanaka, Takeshi Yamada and Toshiaki Watanabe |
| 264 | 1 | |a Tokyo |c 2005 | |
| 300 | |a 25 S. |b graph. Darst. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
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| 490 | 1 | |a IMES discussion paper series |v 2005,16 | |
| 700 | 1 | |a Yamada, Takeshi |e Verfasser |4 aut | |
| 700 | 1 | |a Watanabe, Toshiaki |e Verfasser |4 aut | |
| 810 | 2 | |a Kin'yū-Kenkyūkyoku <Tōkyō> |t Discussion paper series |v 2005,16 |w (DE-604)BV010647223 |9 2005,16 | |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-021622374 | ||
Datensatz im Suchindex
| _version_ | 1804144425737125888 |
|---|---|
| any_adam_object | |
| author | Tanaka, Keiichi Yamada, Takeshi Watanabe, Toshiaki |
| author_facet | Tanaka, Keiichi Yamada, Takeshi Watanabe, Toshiaki |
| author_role | aut aut aut |
| author_sort | Tanaka, Keiichi |
| author_variant | k t kt t y ty t w tw |
| building | Verbundindex |
| bvnumber | BV026961405 |
| ctrlnum | (OCoLC)917421890 (DE-599)BVBBV026961405 |
| format | Book |
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| id | DE-604.BV026961405 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T23:03:21Z |
| institution | BVB |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-021622374 |
| oclc_num | 917421890 |
| open_access_boolean | |
| owner | DE-188 |
| owner_facet | DE-188 |
| physical | 25 S. graph. Darst. |
| publishDate | 2005 |
| publishDateSearch | 2005 |
| publishDateSort | 2005 |
| record_format | marc |
| series2 | IMES discussion paper series |
| spelling | Tanaka, Keiichi Verfasser aut Approximation of interest rate derivatives' price by Gram-Charlier expansion and bond moments Keiichi Tanaka, Takeshi Yamada and Toshiaki Watanabe Tokyo 2005 25 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier IMES discussion paper series 2005,16 Yamada, Takeshi Verfasser aut Watanabe, Toshiaki Verfasser aut Kin'yū-Kenkyūkyoku <Tōkyō> Discussion paper series 2005,16 (DE-604)BV010647223 2005,16 |
| spellingShingle | Tanaka, Keiichi Yamada, Takeshi Watanabe, Toshiaki Approximation of interest rate derivatives' price by Gram-Charlier expansion and bond moments |
| title | Approximation of interest rate derivatives' price by Gram-Charlier expansion and bond moments |
| title_auth | Approximation of interest rate derivatives' price by Gram-Charlier expansion and bond moments |
| title_exact_search | Approximation of interest rate derivatives' price by Gram-Charlier expansion and bond moments |
| title_full | Approximation of interest rate derivatives' price by Gram-Charlier expansion and bond moments Keiichi Tanaka, Takeshi Yamada and Toshiaki Watanabe |
| title_fullStr | Approximation of interest rate derivatives' price by Gram-Charlier expansion and bond moments Keiichi Tanaka, Takeshi Yamada and Toshiaki Watanabe |
| title_full_unstemmed | Approximation of interest rate derivatives' price by Gram-Charlier expansion and bond moments Keiichi Tanaka, Takeshi Yamada and Toshiaki Watanabe |
| title_short | Approximation of interest rate derivatives' price by Gram-Charlier expansion and bond moments |
| title_sort | approximation of interest rate derivatives price by gram charlier expansion and bond moments |
| volume_link | (DE-604)BV010647223 |
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