Malliavin calculus for Lévy processes with applications to finance:
Gespeichert in:
| Hauptverfasser: | , , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Berlin [u.a.]
Springer
2009
|
| Schriftenreihe: | Universitext
|
| Schlagworte: | |
| Beschreibung: | XIII, 417 S. 24cm |
| ISBN: | 354078571X 9783540785712 |
Internformat
MARC
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|---|---|---|---|
| 001 | BV035059710 | ||
| 003 | DE-604 | ||
| 005 | 20170704 | ||
| 007 | t | ||
| 008 | 080918s2009 |||| 00||| eng d | ||
| 015 | |a GBA886528 |2 dnb | ||
| 020 | |a 354078571X |c (pbk) : £30.50 |9 3-540-78571-X | ||
| 020 | |a 9783540785712 |9 978-3-540-78571-2 | ||
| 035 | |a (OCoLC)228063661 | ||
| 035 | |a (DE-599)HBZHT015642625 | ||
| 040 | |a DE-604 |b ger |e aacr | ||
| 041 | 0 | |a eng | |
| 049 | |a DE-91G |a DE-384 |a DE-824 |a DE-19 |a DE-11 |a DE-20 | ||
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| 084 | |a SK 980 |0 (DE-625)143277: |2 rvk | ||
| 084 | |a MAT 606f |2 stub | ||
| 084 | |a WIR 160f |2 stub | ||
| 084 | |a MAT 605f |2 stub | ||
| 100 | 1 | |a Di Nunno, Giulia |e Verfasser |0 (DE-588)1013121341 |4 aut | |
| 245 | 1 | 0 | |a Malliavin calculus for Lévy processes with applications to finance |c Giulia Di Nunno ; Bernt Øksendal ; Frank Proske |
| 264 | 1 | |a Berlin [u.a.] |b Springer |c 2009 | |
| 300 | |a XIII, 417 S. |c 24cm | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 490 | 0 | |a Universitext | |
| 650 | 4 | |a Lévy, Processus de | |
| 650 | 4 | |a Malliavin, Calcul de | |
| 650 | 4 | |a Malliavin calculus | |
| 650 | 4 | |a Lévy processes | |
| 650 | 0 | 7 | |a Brownsche Bewegung |0 (DE-588)4128328-4 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Malliavin-Kalkül |0 (DE-588)4242584-0 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Lévy-Prozess |0 (DE-588)4463623-4 |2 gnd |9 rswk-swf |
| 689 | 0 | 0 | |a Malliavin-Kalkül |0 (DE-588)4242584-0 |D s |
| 689 | 0 | 1 | |a Lévy-Prozess |0 (DE-588)4463623-4 |D s |
| 689 | 0 | 2 | |a Brownsche Bewegung |0 (DE-588)4128328-4 |D s |
| 689 | 0 | |5 DE-604 | |
| 700 | 1 | |a Øksendal, Bernt K. |d 1945- |e Verfasser |0 (DE-588)128742054 |4 aut | |
| 700 | 1 | |a Proske, Frank |d 1970- |e Verfasser |0 (DE-588)130685208 |4 aut | |
| 776 | 0 | 8 | |i Erscheint auch als |n Online-Ausgabe |z 978-3-540-78572-9 |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-016728235 | ||
Datensatz im Suchindex
| _version_ | 1804138003539427328 |
|---|---|
| adam_txt | |
| any_adam_object | |
| any_adam_object_boolean | |
| author | Di Nunno, Giulia Øksendal, Bernt K. 1945- Proske, Frank 1970- |
| author_GND | (DE-588)1013121341 (DE-588)128742054 (DE-588)130685208 |
| author_facet | Di Nunno, Giulia Øksendal, Bernt K. 1945- Proske, Frank 1970- |
| author_role | aut aut aut |
| author_sort | Di Nunno, Giulia |
| author_variant | n g d ng ngd b k ø bk bkø f p fp |
| building | Verbundindex |
| bvnumber | BV035059710 |
| callnumber-first | Q - Science |
| callnumber-label | QA274 |
| callnumber-raw | QA274.2 |
| callnumber-search | QA274.2 |
| callnumber-sort | QA 3274.2 |
| callnumber-subject | QA - Mathematics |
| classification_rvk | QP 890 SK 820 SK 980 |
| classification_tum | MAT 606f WIR 160f MAT 605f |
| ctrlnum | (OCoLC)228063661 (DE-599)HBZHT015642625 |
| dewey-full | 519.2 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 519 - Probabilities and applied mathematics |
| dewey-raw | 519.2 |
| dewey-search | 519.2 |
| dewey-sort | 3519.2 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik Wirtschaftswissenschaften |
| discipline_str_mv | Mathematik Wirtschaftswissenschaften |
| format | Book |
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| id | DE-604.BV035059710 |
| illustrated | Not Illustrated |
| index_date | 2024-07-02T22:00:07Z |
| indexdate | 2024-07-09T21:21:17Z |
| institution | BVB |
| isbn | 354078571X 9783540785712 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-016728235 |
| oclc_num | 228063661 |
| open_access_boolean | |
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| owner_facet | DE-91G DE-BY-TUM DE-384 DE-824 DE-19 DE-BY-UBM DE-11 DE-20 |
| physical | XIII, 417 S. 24cm |
| publishDate | 2009 |
| publishDateSearch | 2009 |
| publishDateSort | 2009 |
| publisher | Springer |
| record_format | marc |
| series2 | Universitext |
| spelling | Di Nunno, Giulia Verfasser (DE-588)1013121341 aut Malliavin calculus for Lévy processes with applications to finance Giulia Di Nunno ; Bernt Øksendal ; Frank Proske Berlin [u.a.] Springer 2009 XIII, 417 S. 24cm txt rdacontent n rdamedia nc rdacarrier Universitext Lévy, Processus de Malliavin, Calcul de Malliavin calculus Lévy processes Brownsche Bewegung (DE-588)4128328-4 gnd rswk-swf Malliavin-Kalkül (DE-588)4242584-0 gnd rswk-swf Lévy-Prozess (DE-588)4463623-4 gnd rswk-swf Malliavin-Kalkül (DE-588)4242584-0 s Lévy-Prozess (DE-588)4463623-4 s Brownsche Bewegung (DE-588)4128328-4 s DE-604 Øksendal, Bernt K. 1945- Verfasser (DE-588)128742054 aut Proske, Frank 1970- Verfasser (DE-588)130685208 aut Erscheint auch als Online-Ausgabe 978-3-540-78572-9 |
| spellingShingle | Di Nunno, Giulia Øksendal, Bernt K. 1945- Proske, Frank 1970- Malliavin calculus for Lévy processes with applications to finance Lévy, Processus de Malliavin, Calcul de Malliavin calculus Lévy processes Brownsche Bewegung (DE-588)4128328-4 gnd Malliavin-Kalkül (DE-588)4242584-0 gnd Lévy-Prozess (DE-588)4463623-4 gnd |
| subject_GND | (DE-588)4128328-4 (DE-588)4242584-0 (DE-588)4463623-4 |
| title | Malliavin calculus for Lévy processes with applications to finance |
| title_auth | Malliavin calculus for Lévy processes with applications to finance |
| title_exact_search | Malliavin calculus for Lévy processes with applications to finance |
| title_exact_search_txtP | Malliavin calculus for Lévy processes with applications to finance |
| title_full | Malliavin calculus for Lévy processes with applications to finance Giulia Di Nunno ; Bernt Øksendal ; Frank Proske |
| title_fullStr | Malliavin calculus for Lévy processes with applications to finance Giulia Di Nunno ; Bernt Øksendal ; Frank Proske |
| title_full_unstemmed | Malliavin calculus for Lévy processes with applications to finance Giulia Di Nunno ; Bernt Øksendal ; Frank Proske |
| title_short | Malliavin calculus for Lévy processes with applications to finance |
| title_sort | malliavin calculus for levy processes with applications to finance |
| topic | Lévy, Processus de Malliavin, Calcul de Malliavin calculus Lévy processes Brownsche Bewegung (DE-588)4128328-4 gnd Malliavin-Kalkül (DE-588)4242584-0 gnd Lévy-Prozess (DE-588)4463623-4 gnd |
| topic_facet | Lévy, Processus de Malliavin, Calcul de Malliavin calculus Lévy processes Brownsche Bewegung Malliavin-Kalkül Lévy-Prozess |
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