Holdings: Pricing of bond options

Pricing of bond options: unspanned stochastic volatility and random field models

Saved in:

Bibliographic Details
Main Author:	Repplinger, Detlef (Author)
Format:	Thesis Electronic eBook
Language:	English
Published:	Berlin [u.a.] Springer 2008
Series:	Lecture notes in economics and mathematical systems 615
Subjects:	Stochastisches Modell Volatilität Optionsanleihe Preisbildung Optionspreis Anleihe Hochschulschrift
Online Access:	BTU01 FAN01 FHI01 FHM01 FHR01 FKE01 FNU01 HWR01 UBA01 UBG01 UBR01 UBT01 UBY01 UPA01 Volltext
Physical Description:	1 Online-Ressource (X, 137 S.) graph. Darst.
ISBN:	9783540707295
DOI:	10.1007/978-3-540-70729-5

Staff View

MARC


LEADER	00000nmm a2200000 cb4500
001	BV035136507
003	DE-604
005	20200326
006	a m\|\|\| 00\|\|\|
007	cr\|uuu---uuuuu
008	081103s2008 gw \|\|\|\| o\|\|u\| \|\|\|\|\|\|eng d
015			\|a 08,N27,0323 \|2 dnb
020			\|a 9783540707295 \|c Online \|9 978-3-540-70729-5
024	7		\|a 10.1007/978-3-540-70729-5 \|2 doi
028	5	2	\|a 12441655
035			\|a (OCoLC)1184331030
035			\|a (DE-599)BVBBV035136507
040			\|a DE-604 \|b ger \|e rakddb
041	0		\|a eng
044			\|a gw \|c XA-DE-BE
049			\|a DE-473 \|a DE-739 \|a DE-706 \|a DE-898 \|a DE-355 \|a DE-M347 \|a DE-703 \|a DE-1102 \|a DE-1049 \|a DE-634 \|a DE-2070s \|a DE-859 \|a DE-573 \|a DE-188 \|a DE-384
084			\|a QK 660 \|0 (DE-625)141676: \|2 rvk
084			\|a 330 \|2 sdnb
100	1		\|a Repplinger, Detlef \|e Verfasser \|4 aut
245	1	0	\|a Pricing of bond options \|b unspanned stochastic volatility and random field models \|c Detlef Repplinger
264		1	\|a Berlin [u.a.] \|b Springer \|c 2008
300			\|a 1 Online-Ressource (X, 137 S.) \|b graph. Darst.
336			\|b txt \|2 rdacontent
337			\|b c \|2 rdamedia
338			\|b cr \|2 rdacarrier
490	1		\|a Lecture notes in economics and mathematical systems \|v 615
502			\|a Zugl.: Tübingen, Univ., Diss., 2008
650	0	7	\|a Stochastisches Modell \|0 (DE-588)4057633-4 \|2 gnd \|9 rswk-swf
650	0	7	\|a Volatilität \|0 (DE-588)4268390-7 \|2 gnd \|9 rswk-swf
650	0	7	\|a Optionsanleihe \|0 (DE-588)4043668-8 \|2 gnd \|9 rswk-swf
650	0	7	\|a Preisbildung \|0 (DE-588)4047103-2 \|2 gnd \|9 rswk-swf
650	0	7	\|a Optionspreis \|0 (DE-588)4115453-8 \|2 gnd \|9 rswk-swf
650	0	7	\|a Anleihe \|0 (DE-588)4002107-5 \|2 gnd \|9 rswk-swf
655		7	\|0 (DE-588)4113937-9 \|a Hochschulschrift \|2 gnd-content
689	0	0	\|a Optionsanleihe \|0 (DE-588)4043668-8 \|D s
689	0	1	\|a Preisbildung \|0 (DE-588)4047103-2 \|D s
689	0	2	\|a Volatilität \|0 (DE-588)4268390-7 \|D s
689	0	3	\|a Stochastisches Modell \|0 (DE-588)4057633-4 \|D s
689	0		\|5 DE-604
689	1	0	\|a Anleihe \|0 (DE-588)4002107-5 \|D s
689	1	1	\|a Optionspreis \|0 (DE-588)4115453-8 \|D s
689	1	2	\|a Preisbildung \|0 (DE-588)4047103-2 \|D s
689	1	3	\|a Volatilität \|0 (DE-588)4268390-7 \|D s
689	1	4	\|a Stochastisches Modell \|0 (DE-588)4057633-4 \|D s
689	1		\|8 1\p \|5 DE-604
776	0	8	\|i Erscheint auch als \|n Druck-Ausgabe, Paperback \|z 978-3-540-70721-9
830		0	\|a Lecture notes in economics and mathematical systems \|v 615 \|w (DE-604)BV036652996 \|9 615
856	4	0	\|u https://doi.org/10.1007/978-3-540-70729-5 \|x Verlag \|z URL des Erstveröffentlichers \|3 Volltext
912			\|a ZDB-2-SBE
999			\|a oai:aleph.bib-bvb.de:BVB01-016803930
883	1		\|8 1\p \|a cgwrk \|d 20201028 \|q DE-101 \|u https://d-nb.info/provenance/plan#cgwrk
966	e		\|u https://doi.org/10.1007/978-3-540-70729-5 \|l BTU01 \|p ZDB-2-SBE \|x Verlag \|3 Volltext
966	e		\|u https://doi.org/10.1007/978-3-540-70729-5 \|l FAN01 \|p ZDB-2-SBE \|x Verlag \|3 Volltext
966	e		\|u https://doi.org/10.1007/978-3-540-70729-5 \|l FHI01 \|p ZDB-2-SBE \|x Verlag \|3 Volltext
966	e		\|u https://doi.org/10.1007/978-3-540-70729-5 \|l FHM01 \|p ZDB-2-SBE \|x Verlag \|3 Volltext
966	e		\|u https://doi.org/10.1007/978-3-540-70729-5 \|l FHR01 \|p ZDB-2-SBE \|x Verlag \|3 Volltext
966	e		\|u https://doi.org/10.1007/978-3-540-70729-5 \|l FKE01 \|p ZDB-2-SBE \|x Verlag \|3 Volltext
966	e		\|u https://doi.org/10.1007/978-3-540-70729-5 \|l FNU01 \|p ZDB-2-SBE \|x Verlag \|3 Volltext
966	e		\|u https://doi.org/10.1007/978-3-540-70729-5 \|l HWR01 \|p ZDB-2-SBE \|x Verlag \|3 Volltext
966	e		\|u https://doi.org/10.1007/978-3-540-70729-5 \|l UBA01 \|p ZDB-2-SBE \|x Verlag \|3 Volltext
966	e		\|u https://doi.org/10.1007/978-3-540-70729-5 \|l UBG01 \|p ZDB-2-SBE \|x Verlag \|3 Volltext
966	e		\|u https://doi.org/10.1007/978-3-540-70729-5 \|l UBR01 \|p ZDB-2-SBE \|x Verlag \|3 Volltext
966	e		\|u https://doi.org/10.1007/978-3-540-70729-5 \|l UBT01 \|p ZDB-2-SBE \|x Verlag \|3 Volltext
966	e		\|u https://doi.org/10.1007/978-3-540-70729-5 \|l UBY01 \|p ZDB-2-SBE \|x Verlag \|3 Volltext
966	e		\|u https://doi.org/10.1007/978-3-540-70729-5 \|l UPA01 \|p ZDB-2-SBE \|x Verlag \|3 Volltext

Record in the Search Index

_version_	1804138121028173824
adam_txt
any_adam_object
any_adam_object_boolean
author	Repplinger, Detlef
author_facet	Repplinger, Detlef
author_role	aut
author_sort	Repplinger, Detlef
author_variant	d r dr
building	Verbundindex
bvnumber	BV035136507
classification_rvk	QK 660
collection	ZDB-2-SBE
ctrlnum	(OCoLC)1184331030 (DE-599)BVBBV035136507
discipline	Wirtschaftswissenschaften
discipline_str_mv	Wirtschaftswissenschaften
doi_str_mv	10.1007/978-3-540-70729-5
format	Thesis Electronic eBook
fullrecord	<?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>03973nmm a2200805 cb4500</leader><controlfield tag="001">BV035136507</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20200326 </controlfield><controlfield tag="006">a m\|\|\| 00\|\|\| </controlfield><controlfield tag="007">cr\|uuu---uuuuu</controlfield><controlfield tag="008">081103s2008 gw \|\|\|\| o\|\|u\| \|\|\|\|\|\|eng d</controlfield><datafield tag="015" ind1=" " ind2=" "><subfield code="a">08,N27,0323</subfield><subfield code="2">dnb</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9783540707295</subfield><subfield code="c">Online</subfield><subfield code="9">978-3-540-70729-5</subfield></datafield><datafield tag="024" ind1="7" ind2=" "><subfield code="a">10.1007/978-3-540-70729-5</subfield><subfield code="2">doi</subfield></datafield><datafield tag="028" ind1="5" ind2="2"><subfield code="a">12441655</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)1184331030</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV035136507</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rakddb</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="044" ind1=" " ind2=" "><subfield code="a">gw</subfield><subfield code="c">XA-DE-BE</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-473</subfield><subfield code="a">DE-739</subfield><subfield code="a">DE-706</subfield><subfield code="a">DE-898</subfield><subfield code="a">DE-355</subfield><subfield code="a">DE-M347</subfield><subfield code="a">DE-703</subfield><subfield code="a">DE-1102</subfield><subfield code="a">DE-1049</subfield><subfield code="a">DE-634</subfield><subfield code="a">DE-2070s</subfield><subfield code="a">DE-859</subfield><subfield code="a">DE-573</subfield><subfield code="a">DE-188</subfield><subfield code="a">DE-384</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="084" ind1=" " ind2=" "><subfield code="a">330</subfield><subfield code="2">sdnb</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Repplinger, Detlef</subfield><subfield code="e">Verfasser</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Pricing of bond options</subfield><subfield code="b">unspanned stochastic volatility and random field models</subfield><subfield code="c">Detlef Repplinger</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Berlin [u.a.]</subfield><subfield code="b">Springer</subfield><subfield code="c">2008</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">1 Online-Ressource (X, 137 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">c</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">cr</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="1" ind2=" "><subfield code="a">Lecture notes in economics and mathematical systems</subfield><subfield code="v">615</subfield></datafield><datafield tag="502" ind1=" " ind2=" "><subfield code="a">Zugl.: Tübingen, Univ., Diss., 2008</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Stochastisches Modell</subfield><subfield code="0">(DE-588)4057633-4</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Volatilität</subfield><subfield code="0">(DE-588)4268390-7</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Optionsanleihe</subfield><subfield code="0">(DE-588)4043668-8</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Preisbildung</subfield><subfield code="0">(DE-588)4047103-2</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Optionspreis</subfield><subfield code="0">(DE-588)4115453-8</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Anleihe</subfield><subfield code="0">(DE-588)4002107-5</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">Optionsanleihe</subfield><subfield code="0">(DE-588)4043668-8</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="1"><subfield code="a">Preisbildung</subfield><subfield code="0">(DE-588)4047103-2</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="2"><subfield code="a">Volatilität</subfield><subfield code="0">(DE-588)4268390-7</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="3"><subfield code="a">Stochastisches Modell</subfield><subfield code="0">(DE-588)4057633-4</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">Anleihe</subfield><subfield code="0">(DE-588)4002107-5</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="1" ind2="1"><subfield code="a">Optionspreis</subfield><subfield code="0">(DE-588)4115453-8</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="1" ind2="2"><subfield code="a">Preisbildung</subfield><subfield code="0">(DE-588)4047103-2</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="1" ind2="3"><subfield code="a">Volatilität</subfield><subfield code="0">(DE-588)4268390-7</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="1" ind2="4"><subfield code="a">Stochastisches Modell</subfield><subfield code="0">(DE-588)4057633-4</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="1" ind2=" "><subfield code="8">1\p</subfield><subfield code="5">DE-604</subfield></datafield><datafield tag="776" ind1="0" ind2="8"><subfield code="i">Erscheint auch als</subfield><subfield code="n">Druck-Ausgabe, Paperback</subfield><subfield code="z">978-3-540-70721-9</subfield></datafield><datafield tag="830" ind1=" " ind2="0"><subfield code="a">Lecture notes in economics and mathematical systems</subfield><subfield code="v">615</subfield><subfield code="w">(DE-604)BV036652996</subfield><subfield code="9">615</subfield></datafield><datafield tag="856" ind1="4" ind2="0"><subfield code="u">https://doi.org/10.1007/978-3-540-70729-5</subfield><subfield code="x">Verlag</subfield><subfield code="z">URL des Erstveröffentlichers</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">ZDB-2-SBE</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-016803930</subfield></datafield><datafield tag="883" ind1="1" ind2=" "><subfield code="8">1\p</subfield><subfield code="a">cgwrk</subfield><subfield code="d">20201028</subfield><subfield code="q">DE-101</subfield><subfield code="u">https://d-nb.info/provenance/plan#cgwrk</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1007/978-3-540-70729-5</subfield><subfield code="l">BTU01</subfield><subfield code="p">ZDB-2-SBE</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1007/978-3-540-70729-5</subfield><subfield code="l">FAN01</subfield><subfield code="p">ZDB-2-SBE</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1007/978-3-540-70729-5</subfield><subfield code="l">FHI01</subfield><subfield code="p">ZDB-2-SBE</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1007/978-3-540-70729-5</subfield><subfield code="l">FHM01</subfield><subfield code="p">ZDB-2-SBE</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1007/978-3-540-70729-5</subfield><subfield code="l">FHR01</subfield><subfield code="p">ZDB-2-SBE</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1007/978-3-540-70729-5</subfield><subfield code="l">FKE01</subfield><subfield code="p">ZDB-2-SBE</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1007/978-3-540-70729-5</subfield><subfield code="l">FNU01</subfield><subfield code="p">ZDB-2-SBE</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1007/978-3-540-70729-5</subfield><subfield code="l">HWR01</subfield><subfield code="p">ZDB-2-SBE</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1007/978-3-540-70729-5</subfield><subfield code="l">UBA01</subfield><subfield code="p">ZDB-2-SBE</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1007/978-3-540-70729-5</subfield><subfield code="l">UBG01</subfield><subfield code="p">ZDB-2-SBE</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1007/978-3-540-70729-5</subfield><subfield code="l">UBR01</subfield><subfield code="p">ZDB-2-SBE</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1007/978-3-540-70729-5</subfield><subfield code="l">UBT01</subfield><subfield code="p">ZDB-2-SBE</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1007/978-3-540-70729-5</subfield><subfield code="l">UBY01</subfield><subfield code="p">ZDB-2-SBE</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1007/978-3-540-70729-5</subfield><subfield code="l">UPA01</subfield><subfield code="p">ZDB-2-SBE</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield></record></collection>
genre	(DE-588)4113937-9 Hochschulschrift gnd-content
genre_facet	Hochschulschrift
id	DE-604.BV035136507
illustrated	Not Illustrated
index_date	2024-07-02T22:26:11Z
indexdate	2024-07-09T21:23:09Z
institution	BVB
isbn	9783540707295
language	English
oai_aleph_id	oai:aleph.bib-bvb.de:BVB01-016803930
oclc_num	1184331030
open_access_boolean
owner	DE-473 DE-BY-UBG DE-739 DE-706 DE-898 DE-BY-UBR DE-355 DE-BY-UBR DE-M347 DE-703 DE-1102 DE-1049 DE-634 DE-2070s DE-859 DE-573 DE-188 DE-384
owner_facet	DE-473 DE-BY-UBG DE-739 DE-706 DE-898 DE-BY-UBR DE-355 DE-BY-UBR DE-M347 DE-703 DE-1102 DE-1049 DE-634 DE-2070s DE-859 DE-573 DE-188 DE-384
physical	1 Online-Ressource (X, 137 S.) graph. Darst.
psigel	ZDB-2-SBE
publishDate	2008
publishDateSearch	2008
publishDateSort	2008
publisher	Springer
record_format	marc
series	Lecture notes in economics and mathematical systems
series2	Lecture notes in economics and mathematical systems
spelling	Repplinger, Detlef Verfasser aut Pricing of bond options unspanned stochastic volatility and random field models Detlef Repplinger Berlin [u.a.] Springer 2008 1 Online-Ressource (X, 137 S.) graph. Darst. txt rdacontent c rdamedia cr rdacarrier Lecture notes in economics and mathematical systems 615 Zugl.: Tübingen, Univ., Diss., 2008 Stochastisches Modell (DE-588)4057633-4 gnd rswk-swf Volatilität (DE-588)4268390-7 gnd rswk-swf Optionsanleihe (DE-588)4043668-8 gnd rswk-swf Preisbildung (DE-588)4047103-2 gnd rswk-swf Optionspreis (DE-588)4115453-8 gnd rswk-swf Anleihe (DE-588)4002107-5 gnd rswk-swf (DE-588)4113937-9 Hochschulschrift gnd-content Optionsanleihe (DE-588)4043668-8 s Preisbildung (DE-588)4047103-2 s Volatilität (DE-588)4268390-7 s Stochastisches Modell (DE-588)4057633-4 s DE-604 Anleihe (DE-588)4002107-5 s Optionspreis (DE-588)4115453-8 s 1\p DE-604 Erscheint auch als Druck-Ausgabe, Paperback 978-3-540-70721-9 Lecture notes in economics and mathematical systems 615 (DE-604)BV036652996 615 https://doi.org/10.1007/978-3-540-70729-5 Verlag URL des Erstveröffentlichers Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk
spellingShingle	Repplinger, Detlef Pricing of bond options unspanned stochastic volatility and random field models Lecture notes in economics and mathematical systems Stochastisches Modell (DE-588)4057633-4 gnd Volatilität (DE-588)4268390-7 gnd Optionsanleihe (DE-588)4043668-8 gnd Preisbildung (DE-588)4047103-2 gnd Optionspreis (DE-588)4115453-8 gnd Anleihe (DE-588)4002107-5 gnd
subject_GND	(DE-588)4057633-4 (DE-588)4268390-7 (DE-588)4043668-8 (DE-588)4047103-2 (DE-588)4115453-8 (DE-588)4002107-5 (DE-588)4113937-9
title	Pricing of bond options unspanned stochastic volatility and random field models
title_auth	Pricing of bond options unspanned stochastic volatility and random field models
title_exact_search	Pricing of bond options unspanned stochastic volatility and random field models
title_exact_search_txtP	Pricing of bond options unspanned stochastic volatility and random field models
title_full	Pricing of bond options unspanned stochastic volatility and random field models Detlef Repplinger
title_fullStr	Pricing of bond options unspanned stochastic volatility and random field models Detlef Repplinger
title_full_unstemmed	Pricing of bond options unspanned stochastic volatility and random field models Detlef Repplinger
title_short	Pricing of bond options
title_sort	pricing of bond options unspanned stochastic volatility and random field models
title_sub	unspanned stochastic volatility and random field models
topic	Stochastisches Modell (DE-588)4057633-4 gnd Volatilität (DE-588)4268390-7 gnd Optionsanleihe (DE-588)4043668-8 gnd Preisbildung (DE-588)4047103-2 gnd Optionspreis (DE-588)4115453-8 gnd Anleihe (DE-588)4002107-5 gnd
topic_facet	Stochastisches Modell Volatilität Optionsanleihe Preisbildung Optionspreis Anleihe Hochschulschrift
url	https://doi.org/10.1007/978-3-540-70729-5
volume_link	(DE-604)BV036652996
work_keys_str_mv	AT repplingerdetlef pricingofbondoptionsunspannedstochasticvolatilityandrandomfieldmodels

Holdings

There is no print copy available.

Interlibrary loan Place Request Caution: Not in THWS collection! Get full text

MARC

Record in the Search Index

There is no print copy available.

Similar Items