The hyperbolic model: option pricing using approximation and Quasi-Monte Carlo methods:
Gespeichert in:
1. Verfasser: | |
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Format: | Abschlussarbeit Buch |
Sprache: | English |
Veröffentlicht: |
München
GRIN
2002
|
Ausgabe: | 1. Aufl. |
Schlagworte: | |
Beschreibung: | IV, 126 S. graph. Darst. |
ISBN: | 9783640305476 |
Internformat
MARC
LEADER | 00000nam a2200000 c 4500 | ||
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020 | |a 9783640305476 |9 978-3-640-30547-6 | ||
035 | |a (OCoLC)645442149 | ||
035 | |a (DE-599)BVBBV035454177 | ||
040 | |a DE-604 |b ger |e rakwb | ||
041 | 0 | |a eng | |
049 | |a DE-91G |a DE-91 |a DE-12 |a DE-11 | ||
084 | |a QK 620 |0 (DE-625)141668: |2 rvk | ||
084 | |a SK 840 |0 (DE-625)143261: |2 rvk | ||
084 | |a WIR 175d |2 stub | ||
084 | |a MAT 605d |2 stub | ||
084 | |a MAT 629d |2 stub | ||
100 | 1 | |a Predota, Martin |e Verfasser |0 (DE-588)138138990 |4 aut | |
245 | 1 | 0 | |a The hyperbolic model: option pricing using approximation and Quasi-Monte Carlo methods |c Martin Predota |
250 | |a 1. Aufl. | ||
264 | 1 | |a München |b GRIN |c 2002 | |
300 | |a IV, 126 S. |b graph. Darst. | ||
336 | |b txt |2 rdacontent | ||
337 | |b n |2 rdamedia | ||
338 | |b nc |2 rdacarrier | ||
502 | |a Zugl.: Graz, Techn. Univ., Diss., 2002 | ||
650 | 0 | 7 | |a Monte-Carlo-Simulation |0 (DE-588)4240945-7 |2 gnd |9 rswk-swf |
650 | 0 | 7 | |a Approximation |0 (DE-588)4002498-2 |2 gnd |9 rswk-swf |
650 | 0 | 7 | |a Optionspreistheorie |0 (DE-588)4135346-8 |2 gnd |9 rswk-swf |
650 | 0 | 7 | |a Hyperbolische Verteilung |0 (DE-588)4634750-1 |2 gnd |9 rswk-swf |
655 | 7 | |0 (DE-588)4113937-9 |a Hochschulschrift |2 gnd-content | |
689 | 0 | 0 | |a Optionspreistheorie |0 (DE-588)4135346-8 |D s |
689 | 0 | 1 | |a Hyperbolische Verteilung |0 (DE-588)4634750-1 |D s |
689 | 0 | 2 | |a Monte-Carlo-Simulation |0 (DE-588)4240945-7 |D s |
689 | 0 | 3 | |a Approximation |0 (DE-588)4002498-2 |D s |
689 | 0 | |5 DE-604 | |
999 | |a oai:aleph.bib-bvb.de:BVB01-017374159 |
Datensatz im Suchindex
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any_adam_object | |
author | Predota, Martin |
author_GND | (DE-588)138138990 |
author_facet | Predota, Martin |
author_role | aut |
author_sort | Predota, Martin |
author_variant | m p mp |
building | Verbundindex |
bvnumber | BV035454177 |
classification_rvk | QK 620 SK 840 |
classification_tum | WIR 175d MAT 605d MAT 629d |
ctrlnum | (OCoLC)645442149 (DE-599)BVBBV035454177 |
discipline | Mathematik Wirtschaftswissenschaften |
edition | 1. Aufl. |
format | Thesis Book |
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genre | (DE-588)4113937-9 Hochschulschrift gnd-content |
genre_facet | Hochschulschrift |
id | DE-604.BV035454177 |
illustrated | Illustrated |
indexdate | 2024-07-09T21:35:38Z |
institution | BVB |
isbn | 9783640305476 |
language | English |
oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-017374159 |
oclc_num | 645442149 |
open_access_boolean | |
owner | DE-91G DE-BY-TUM DE-91 DE-BY-TUM DE-12 DE-11 |
owner_facet | DE-91G DE-BY-TUM DE-91 DE-BY-TUM DE-12 DE-11 |
physical | IV, 126 S. graph. Darst. |
publishDate | 2002 |
publishDateSearch | 2002 |
publishDateSort | 2002 |
publisher | GRIN |
record_format | marc |
spelling | Predota, Martin Verfasser (DE-588)138138990 aut The hyperbolic model: option pricing using approximation and Quasi-Monte Carlo methods Martin Predota 1. Aufl. München GRIN 2002 IV, 126 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Zugl.: Graz, Techn. Univ., Diss., 2002 Monte-Carlo-Simulation (DE-588)4240945-7 gnd rswk-swf Approximation (DE-588)4002498-2 gnd rswk-swf Optionspreistheorie (DE-588)4135346-8 gnd rswk-swf Hyperbolische Verteilung (DE-588)4634750-1 gnd rswk-swf (DE-588)4113937-9 Hochschulschrift gnd-content Optionspreistheorie (DE-588)4135346-8 s Hyperbolische Verteilung (DE-588)4634750-1 s Monte-Carlo-Simulation (DE-588)4240945-7 s Approximation (DE-588)4002498-2 s DE-604 |
spellingShingle | Predota, Martin The hyperbolic model: option pricing using approximation and Quasi-Monte Carlo methods Monte-Carlo-Simulation (DE-588)4240945-7 gnd Approximation (DE-588)4002498-2 gnd Optionspreistheorie (DE-588)4135346-8 gnd Hyperbolische Verteilung (DE-588)4634750-1 gnd |
subject_GND | (DE-588)4240945-7 (DE-588)4002498-2 (DE-588)4135346-8 (DE-588)4634750-1 (DE-588)4113937-9 |
title | The hyperbolic model: option pricing using approximation and Quasi-Monte Carlo methods |
title_auth | The hyperbolic model: option pricing using approximation and Quasi-Monte Carlo methods |
title_exact_search | The hyperbolic model: option pricing using approximation and Quasi-Monte Carlo methods |
title_full | The hyperbolic model: option pricing using approximation and Quasi-Monte Carlo methods Martin Predota |
title_fullStr | The hyperbolic model: option pricing using approximation and Quasi-Monte Carlo methods Martin Predota |
title_full_unstemmed | The hyperbolic model: option pricing using approximation and Quasi-Monte Carlo methods Martin Predota |
title_short | The hyperbolic model: option pricing using approximation and Quasi-Monte Carlo methods |
title_sort | the hyperbolic model option pricing using approximation and quasi monte carlo methods |
topic | Monte-Carlo-Simulation (DE-588)4240945-7 gnd Approximation (DE-588)4002498-2 gnd Optionspreistheorie (DE-588)4135346-8 gnd Hyperbolische Verteilung (DE-588)4634750-1 gnd |
topic_facet | Monte-Carlo-Simulation Approximation Optionspreistheorie Hyperbolische Verteilung Hochschulschrift |
work_keys_str_mv | AT predotamartin thehyperbolicmodeloptionpricingusingapproximationandquasimontecarlomethods |