General equilibrium and reduced-form pricing, hedging and econometric analysis of fixed-income markets:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Abschlussarbeit Buch |
| Sprache: | English German |
| Veröffentlicht: |
2008
|
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | Zsfassung in dt. Sprache. - Enth. u.a.: Model uncertainty and term premia on nominal bonds. - Nominal bonds and bond options under heterogeneous expectations. |
| Beschreibung: | VIII, 187 S. graph. Darst. |
Internformat
MARC
| LEADER | 00000nam a2200000 c 4500 | ||
|---|---|---|---|
| 001 | BV035085092 | ||
| 003 | DE-604 | ||
| 005 | 20081111 | ||
| 007 | t | ||
| 008 | 081006s2008 d||| m||| 00||| eng d | ||
| 035 | |a (OCoLC)277047774 | ||
| 035 | |a (DE-599)GBV57789630X | ||
| 040 | |a DE-604 |b ger | ||
| 041 | 0 | |a eng |a ger | |
| 049 | |a DE-703 |a DE-384 |a DE-355 |a DE-188 | ||
| 082 | 0 | |a 338.521 |2 22/ger | |
| 084 | |a QK 660 |0 (DE-625)141676: |2 rvk | ||
| 100 | 1 | |a Ulrich, Maxim |d 1980- |e Verfasser |0 (DE-588)136169252 |4 aut | |
| 245 | 1 | 0 | |a General equilibrium and reduced-form pricing, hedging and econometric analysis of fixed-income markets |c vorgelegt von Maxim Ulrich |
| 264 | 1 | |c 2008 | |
| 300 | |a VIII, 187 S. |b graph. Darst. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 500 | |a Zsfassung in dt. Sprache. - Enth. u.a.: Model uncertainty and term premia on nominal bonds. - Nominal bonds and bond options under heterogeneous expectations. | ||
| 502 | |a Frankfurt am Main, Univ., Diss., 2008 | ||
| 650 | 7 | |a Anleihe |2 stw | |
| 650 | 7 | |a Geldpolitik |2 stw | |
| 650 | 7 | |a Hedging |2 stw | |
| 650 | 7 | |a LIBOR Market Modell |2 stw | |
| 650 | 7 | |a Modell-Spezifikation |2 stw | |
| 650 | 7 | |a Risiko |2 stw | |
| 650 | 7 | |a Stochastischer Prozess |2 stw | |
| 650 | 7 | |a Theorie |2 stw | |
| 650 | 7 | |a Welt |2 stw | |
| 650 | 7 | |a Zinsstrukturtheorie |2 stw | |
| 650 | 7 | |a Zinstermingeschäft |2 stw | |
| 650 | 7 | |a Öffentliche Anleihe |2 stw | |
| 650 | 0 | 7 | |a Zinsoption |0 (DE-588)4234822-5 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Staatsanleihe |0 (DE-588)4182638-3 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Mathematisches Modell |0 (DE-588)4114528-8 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Notenbankpolitik |0 (DE-588)4130528-0 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Entscheidung bei Unsicherheit |0 (DE-588)4070864-0 |2 gnd |9 rswk-swf |
| 655 | 7 | |0 (DE-588)4113937-9 |a Hochschulschrift |2 gnd-content | |
| 689 | 0 | 0 | |a Staatsanleihe |0 (DE-588)4182638-3 |D s |
| 689 | 0 | 1 | |a Notenbankpolitik |0 (DE-588)4130528-0 |D s |
| 689 | 0 | 2 | |a Entscheidung bei Unsicherheit |0 (DE-588)4070864-0 |D s |
| 689 | 0 | |5 DE-604 | |
| 689 | 1 | 0 | |a Zinsoption |0 (DE-588)4234822-5 |D s |
| 689 | 1 | 1 | |a Mathematisches Modell |0 (DE-588)4114528-8 |D s |
| 689 | 1 | |5 DE-604 | |
| 856 | 4 | 2 | |m HBZ Datenaustausch |q application/pdf |u http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=016753284&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |3 Inhaltsverzeichnis |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-016753284 | ||
Datensatz im Suchindex
| _version_ | 1804138039251828736 |
|---|---|
| adam_text | Contents
Acknowledgements
................................................................................ V
Part I Summary
Zusammenfassung
Maxim Ulrich................................................................... 3
Part II Research Papers
Model Uncertainty and Term Premia on Nominal Bonds
Maxim Ulrich ................................................................... 9
Nominal Bonds and Bond Options under Heterogeneous Expectations
Maxim Ulrich ................................................................... 79
Pricing and Hedging Callable Libor Exotics in a Libor Market Model with
Stochastic Volatility
Maxim Ulrich ...................................................................129
Part III Appendix
Curriculum Vitae (Short)
................................................................................191
EhrenwSrtliche ErklSrung .....................................................193
VIII
|
| adam_txt |
Contents
Acknowledgements
. V
Part I Summary
Zusammenfassung
Maxim Ulrich. 3
Part II Research Papers
Model Uncertainty and Term Premia on Nominal Bonds
Maxim Ulrich . 9
Nominal Bonds and Bond Options under Heterogeneous Expectations
Maxim Ulrich . 79
Pricing and Hedging Callable Libor Exotics in a Libor Market Model with
Stochastic Volatility
Maxim Ulrich .129
Part III Appendix
Curriculum Vitae (Short)
.191
EhrenwSrtliche ErklSrung .193
VIII |
| any_adam_object | 1 |
| any_adam_object_boolean | 1 |
| author | Ulrich, Maxim 1980- |
| author_GND | (DE-588)136169252 |
| author_facet | Ulrich, Maxim 1980- |
| author_role | aut |
| author_sort | Ulrich, Maxim 1980- |
| author_variant | m u mu |
| building | Verbundindex |
| bvnumber | BV035085092 |
| classification_rvk | QK 660 |
| ctrlnum | (OCoLC)277047774 (DE-599)GBV57789630X |
| dewey-full | 338.521 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 338 - Production |
| dewey-raw | 338.521 |
| dewey-search | 338.521 |
| dewey-sort | 3338.521 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| discipline_str_mv | Wirtschaftswissenschaften |
| format | Thesis Book |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>02478nam a2200601 c 4500</leader><controlfield tag="001">BV035085092</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20081111 </controlfield><controlfield tag="007">t</controlfield><controlfield tag="008">081006s2008 d||| m||| 00||| eng d</controlfield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)277047774</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)GBV57789630X</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield><subfield code="a">ger</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-703</subfield><subfield code="a">DE-384</subfield><subfield code="a">DE-355</subfield><subfield code="a">DE-188</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">338.521</subfield><subfield code="2">22/ger</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">Ulrich, Maxim</subfield><subfield code="d">1980-</subfield><subfield code="e">Verfasser</subfield><subfield code="0">(DE-588)136169252</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">General equilibrium and reduced-form pricing, hedging and econometric analysis of fixed-income markets</subfield><subfield code="c">vorgelegt von Maxim Ulrich</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="c">2008</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">VIII, 187 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="500" ind1=" " ind2=" "><subfield code="a">Zsfassung in dt. Sprache. - Enth. u.a.: Model uncertainty and term premia on nominal bonds. - Nominal bonds and bond options under heterogeneous expectations.</subfield></datafield><datafield tag="502" ind1=" " ind2=" "><subfield code="a">Frankfurt am Main, Univ., Diss., 2008</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Anleihe</subfield><subfield code="2">stw</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Geldpolitik</subfield><subfield code="2">stw</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Hedging</subfield><subfield code="2">stw</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">LIBOR Market Modell</subfield><subfield code="2">stw</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Modell-Spezifikation</subfield><subfield code="2">stw</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Risiko</subfield><subfield code="2">stw</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Stochastischer Prozess</subfield><subfield code="2">stw</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Theorie</subfield><subfield code="2">stw</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Welt</subfield><subfield code="2">stw</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Zinsstrukturtheorie</subfield><subfield code="2">stw</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Zinstermingeschäft</subfield><subfield code="2">stw</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Öffentliche Anleihe</subfield><subfield code="2">stw</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Zinsoption</subfield><subfield code="0">(DE-588)4234822-5</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Staatsanleihe</subfield><subfield code="0">(DE-588)4182638-3</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Mathematisches Modell</subfield><subfield code="0">(DE-588)4114528-8</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Notenbankpolitik</subfield><subfield code="0">(DE-588)4130528-0</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Entscheidung bei Unsicherheit</subfield><subfield code="0">(DE-588)4070864-0</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">Staatsanleihe</subfield><subfield code="0">(DE-588)4182638-3</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="1"><subfield code="a">Notenbankpolitik</subfield><subfield code="0">(DE-588)4130528-0</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="2"><subfield code="a">Entscheidung bei Unsicherheit</subfield><subfield code="0">(DE-588)4070864-0</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="5">DE-604</subfield></datafield><datafield tag="689" ind1="1" ind2="0"><subfield code="a">Zinsoption</subfield><subfield code="0">(DE-588)4234822-5</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="1" ind2="1"><subfield code="a">Mathematisches Modell</subfield><subfield code="0">(DE-588)4114528-8</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="1" ind2=" "><subfield code="5">DE-604</subfield></datafield><datafield tag="856" ind1="4" ind2="2"><subfield code="m">HBZ Datenaustausch</subfield><subfield code="q">application/pdf</subfield><subfield code="u">http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=016753284&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA</subfield><subfield code="3">Inhaltsverzeichnis</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-016753284</subfield></datafield></record></collection> |
| genre | (DE-588)4113937-9 Hochschulschrift gnd-content |
| genre_facet | Hochschulschrift |
| id | DE-604.BV035085092 |
| illustrated | Illustrated |
| index_date | 2024-07-02T22:08:38Z |
| indexdate | 2024-07-09T21:21:51Z |
| institution | BVB |
| language | English German |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-016753284 |
| oclc_num | 277047774 |
| open_access_boolean | |
| owner | DE-703 DE-384 DE-355 DE-BY-UBR DE-188 |
| owner_facet | DE-703 DE-384 DE-355 DE-BY-UBR DE-188 |
| physical | VIII, 187 S. graph. Darst. |
| publishDate | 2008 |
| publishDateSearch | 2008 |
| publishDateSort | 2008 |
| record_format | marc |
| spelling | Ulrich, Maxim 1980- Verfasser (DE-588)136169252 aut General equilibrium and reduced-form pricing, hedging and econometric analysis of fixed-income markets vorgelegt von Maxim Ulrich 2008 VIII, 187 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Zsfassung in dt. Sprache. - Enth. u.a.: Model uncertainty and term premia on nominal bonds. - Nominal bonds and bond options under heterogeneous expectations. Frankfurt am Main, Univ., Diss., 2008 Anleihe stw Geldpolitik stw Hedging stw LIBOR Market Modell stw Modell-Spezifikation stw Risiko stw Stochastischer Prozess stw Theorie stw Welt stw Zinsstrukturtheorie stw Zinstermingeschäft stw Öffentliche Anleihe stw Zinsoption (DE-588)4234822-5 gnd rswk-swf Staatsanleihe (DE-588)4182638-3 gnd rswk-swf Mathematisches Modell (DE-588)4114528-8 gnd rswk-swf Notenbankpolitik (DE-588)4130528-0 gnd rswk-swf Entscheidung bei Unsicherheit (DE-588)4070864-0 gnd rswk-swf (DE-588)4113937-9 Hochschulschrift gnd-content Staatsanleihe (DE-588)4182638-3 s Notenbankpolitik (DE-588)4130528-0 s Entscheidung bei Unsicherheit (DE-588)4070864-0 s DE-604 Zinsoption (DE-588)4234822-5 s Mathematisches Modell (DE-588)4114528-8 s HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=016753284&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Ulrich, Maxim 1980- General equilibrium and reduced-form pricing, hedging and econometric analysis of fixed-income markets Anleihe stw Geldpolitik stw Hedging stw LIBOR Market Modell stw Modell-Spezifikation stw Risiko stw Stochastischer Prozess stw Theorie stw Welt stw Zinsstrukturtheorie stw Zinstermingeschäft stw Öffentliche Anleihe stw Zinsoption (DE-588)4234822-5 gnd Staatsanleihe (DE-588)4182638-3 gnd Mathematisches Modell (DE-588)4114528-8 gnd Notenbankpolitik (DE-588)4130528-0 gnd Entscheidung bei Unsicherheit (DE-588)4070864-0 gnd |
| subject_GND | (DE-588)4234822-5 (DE-588)4182638-3 (DE-588)4114528-8 (DE-588)4130528-0 (DE-588)4070864-0 (DE-588)4113937-9 |
| title | General equilibrium and reduced-form pricing, hedging and econometric analysis of fixed-income markets |
| title_auth | General equilibrium and reduced-form pricing, hedging and econometric analysis of fixed-income markets |
| title_exact_search | General equilibrium and reduced-form pricing, hedging and econometric analysis of fixed-income markets |
| title_exact_search_txtP | General equilibrium and reduced-form pricing, hedging and econometric analysis of fixed-income markets |
| title_full | General equilibrium and reduced-form pricing, hedging and econometric analysis of fixed-income markets vorgelegt von Maxim Ulrich |
| title_fullStr | General equilibrium and reduced-form pricing, hedging and econometric analysis of fixed-income markets vorgelegt von Maxim Ulrich |
| title_full_unstemmed | General equilibrium and reduced-form pricing, hedging and econometric analysis of fixed-income markets vorgelegt von Maxim Ulrich |
| title_short | General equilibrium and reduced-form pricing, hedging and econometric analysis of fixed-income markets |
| title_sort | general equilibrium and reduced form pricing hedging and econometric analysis of fixed income markets |
| topic | Anleihe stw Geldpolitik stw Hedging stw LIBOR Market Modell stw Modell-Spezifikation stw Risiko stw Stochastischer Prozess stw Theorie stw Welt stw Zinsstrukturtheorie stw Zinstermingeschäft stw Öffentliche Anleihe stw Zinsoption (DE-588)4234822-5 gnd Staatsanleihe (DE-588)4182638-3 gnd Mathematisches Modell (DE-588)4114528-8 gnd Notenbankpolitik (DE-588)4130528-0 gnd Entscheidung bei Unsicherheit (DE-588)4070864-0 gnd |
| topic_facet | Anleihe Geldpolitik Hedging LIBOR Market Modell Modell-Spezifikation Risiko Stochastischer Prozess Theorie Welt Zinsstrukturtheorie Zinstermingeschäft Öffentliche Anleihe Zinsoption Staatsanleihe Mathematisches Modell Notenbankpolitik Entscheidung bei Unsicherheit Hochschulschrift |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=016753284&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| work_keys_str_mv | AT ulrichmaxim generalequilibriumandreducedformpricinghedgingandeconometricanalysisoffixedincomemarkets |