Essays on information, hedging, volatility in financial market:
Gespeichert in:
| 1. Verfasser: | |
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| Format: | Abschlussarbeit Buch |
| Sprache: | English |
| Veröffentlicht: |
2009
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| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | 133 S. graph. Darst. 21 cm |
Internformat
MARC
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Datensatz im Suchindex
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| adam_text | AAQ) ESSAYS ON INFORMATION, HEDGING, VOLATILITY IN FINANCIAL MARKET
INAUGURAL-DISSERTATION ZUR ERLANGUNG DES DOKTORGRADES DES FACHBEREICHS
WIRTSCHAFTSWISSENSCHAFTEN DER JOHANN WOLFGANG GOETHE-UNIVERSITAT
FRANKFURT AM MAIN VORGELEGT VON DIPL.-MATH. YAJUN XIAO GEBOREN IN
SHAAXI, CHINA FRANKFURT AM MAIN, 2009 CONTENTS PARTI SUMMARY
ZUSAMMENFASSUNG YAJUN XIAO 3 PART II RESEARCH PAPERS INFORMATION : PRICE
AND IMPACT ON GENERAL WELFARE AND OPTIMAL INVESTMENT. AN ANTICIPATIVE
STOCHASTIC DIFFERENTIAL GAME MODEL. CHRISTIAN-OLIVER EWALD, YAJUN XIAO
11 RISK-MINIMIZING HEDGING IN AN INCOMPLETE MARKET: MALLIAVIN CALCULUS
APPROACH YAJUN XIAO 43 AN APPROXIMATION PRICING FORMULA IN 5 DIFFUSION
CHRISTIAN-OLIVER EWALD, YAJUN XIAO, YANG ZOU 71 IMPLIED VOLATILITY FROM
ASIAN OPTIONS CHRISTIAN-OLIVER EWALD, ZHAOJUN YANG, YAJUN XIAO 89 ON THE
QUALITATIVE EFFECT OF VOLATILITY AND DURATION ON PRICES OF ASIAN OPTIONS
PETER CARR, CHRISTIAN-OLIVER EWALD, YAJUN XIAO 11 9 IV CONTENTS PART III
APPENDIX EHRENWORTLICHE ERKLARUNG 137 CURRICULUM VITAE 139
|
| any_adam_object | 1 |
| author | Xiao, Yajun |
| author_GND | (DE-588)136605214 |
| author_facet | Xiao, Yajun |
| author_role | aut |
| author_sort | Xiao, Yajun |
| author_variant | y x yx |
| building | Verbundindex |
| bvnumber | BV035977879 |
| classification_rvk | QK 600 |
| ctrlnum | (OCoLC)472693959 (DE-599)DNB998341487 |
| dewey-full | 332 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332 |
| dewey-search | 332 |
| dewey-sort | 3332 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| format | Thesis Book |
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| indexdate | 2024-07-09T22:08:53Z |
| institution | BVB |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-018871825 |
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| physical | 133 S. graph. Darst. 21 cm |
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| spelling | Xiao, Yajun Verfasser (DE-588)136605214 aut Essays on information, hedging, volatility in financial market vorgelegt von Yajun Xiao 2009 133 S. graph. Darst. 21 cm txt rdacontent n rdamedia nc rdacarrier Frankfurt am Main, Univ., Diss., 2009 Hedging swd Kreditmarkt swd Optionspreis swd Portfolio Selection swd Volatilität swd Hedging (DE-588)4123357-8 gnd rswk-swf Information (DE-588)4026899-8 gnd rswk-swf Volatilität (DE-588)4268390-7 gnd rswk-swf Kapitalmarkt (DE-588)4029578-3 gnd rswk-swf (DE-588)4113937-9 Hochschulschrift gnd-content Kapitalmarkt (DE-588)4029578-3 s Volatilität (DE-588)4268390-7 s Hedging (DE-588)4123357-8 s Information (DE-588)4026899-8 s DE-604 GBV Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=018871825&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Xiao, Yajun Essays on information, hedging, volatility in financial market Hedging swd Kreditmarkt swd Optionspreis swd Portfolio Selection swd Volatilität swd Hedging (DE-588)4123357-8 gnd Information (DE-588)4026899-8 gnd Volatilität (DE-588)4268390-7 gnd Kapitalmarkt (DE-588)4029578-3 gnd |
| subject_GND | (DE-588)4123357-8 (DE-588)4026899-8 (DE-588)4268390-7 (DE-588)4029578-3 (DE-588)4113937-9 |
| title | Essays on information, hedging, volatility in financial market |
| title_auth | Essays on information, hedging, volatility in financial market |
| title_exact_search | Essays on information, hedging, volatility in financial market |
| title_full | Essays on information, hedging, volatility in financial market vorgelegt von Yajun Xiao |
| title_fullStr | Essays on information, hedging, volatility in financial market vorgelegt von Yajun Xiao |
| title_full_unstemmed | Essays on information, hedging, volatility in financial market vorgelegt von Yajun Xiao |
| title_short | Essays on information, hedging, volatility in financial market |
| title_sort | essays on information hedging volatility in financial market |
| topic | Hedging swd Kreditmarkt swd Optionspreis swd Portfolio Selection swd Volatilität swd Hedging (DE-588)4123357-8 gnd Information (DE-588)4026899-8 gnd Volatilität (DE-588)4268390-7 gnd Kapitalmarkt (DE-588)4029578-3 gnd |
| topic_facet | Hedging Kreditmarkt Optionspreis Portfolio Selection Volatilität Information Kapitalmarkt Hochschulschrift |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=018871825&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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