Valuation of multi-dimensional derivatives in a stochastic covariance framework:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Abschlussarbeit Buch |
| Sprache: | English |
| Veröffentlicht: |
2011
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| Schlagworte: | |
| Online-Zugang: | Volltext https://nbn-resolving.org/urn:nbn:de:bvb:91-diss-20110707-1071370-1-9 |
| Beschreibung: | XII, 281 S. graph. Darst. |
Internformat
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| 100 | 1 | |a Götz, Barbara |e Verfasser |0 (DE-588)142388629 |4 aut | |
| 245 | 1 | 0 | |a Valuation of multi-dimensional derivatives in a stochastic covariance framework |c Barbara Maria Götz |
| 264 | 1 | |c 2011 | |
| 300 | |a XII, 281 S. |b graph. Darst. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 502 | |a München, Techn. Univ., Diss., 2011 | ||
| 650 | 0 | 7 | |a Kovarianz |g Stochastik |0 (DE-588)4140520-1 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Korrelation |0 (DE-588)4165343-9 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Risikoanalyse |0 (DE-588)4137042-9 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Derivat |g Wertpapier |0 (DE-588)4381572-8 |2 gnd |9 rswk-swf |
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Datensatz im Suchindex
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| any_adam_object | |
| author | Götz, Barbara |
| author_GND | (DE-588)142388629 |
| author_facet | Götz, Barbara |
| author_role | aut |
| author_sort | Götz, Barbara |
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| building | Verbundindex |
| bvnumber | BV039577848 |
| classification_tum | WIR 170d MAT 628d |
| collection | ebook |
| ctrlnum | (OCoLC)752075582 (DE-599)BVBBV039577848 |
| discipline | Mathematik Wirtschaftswissenschaften |
| format | Thesis Book |
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| id | DE-604.BV039577848 |
| illustrated | Illustrated |
| indexdate | 2024-07-10T00:06:39Z |
| institution | BVB |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-024429215 |
| oclc_num | 752075582 |
| open_access_boolean | 1 |
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| physical | XII, 281 S. graph. Darst. |
| psigel | ebook |
| publishDate | 2011 |
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| spelling | Götz, Barbara Verfasser (DE-588)142388629 aut Valuation of multi-dimensional derivatives in a stochastic covariance framework Barbara Maria Götz 2011 XII, 281 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier München, Techn. Univ., Diss., 2011 Kovarianz Stochastik (DE-588)4140520-1 gnd rswk-swf Korrelation (DE-588)4165343-9 gnd rswk-swf Risikoanalyse (DE-588)4137042-9 gnd rswk-swf Derivat Wertpapier (DE-588)4381572-8 gnd rswk-swf (DE-588)4113937-9 Hochschulschrift gnd-content Derivat Wertpapier (DE-588)4381572-8 s Kovarianz Stochastik (DE-588)4140520-1 s Korrelation (DE-588)4165343-9 s Risikoanalyse (DE-588)4137042-9 s DE-604 Erscheint auch als Online-Ausgabe urn:nbn:de:bvb:91-diss-20110707-1071370-1-9 http://mediatum.ub.tum.de/node?id=1071370 Verlag kostenfrei Volltext https://nbn-resolving.org/urn:nbn:de:bvb:91-diss-20110707-1071370-1-9 Resolving-System |
| spellingShingle | Götz, Barbara Valuation of multi-dimensional derivatives in a stochastic covariance framework Kovarianz Stochastik (DE-588)4140520-1 gnd Korrelation (DE-588)4165343-9 gnd Risikoanalyse (DE-588)4137042-9 gnd Derivat Wertpapier (DE-588)4381572-8 gnd |
| subject_GND | (DE-588)4140520-1 (DE-588)4165343-9 (DE-588)4137042-9 (DE-588)4381572-8 (DE-588)4113937-9 |
| title | Valuation of multi-dimensional derivatives in a stochastic covariance framework |
| title_auth | Valuation of multi-dimensional derivatives in a stochastic covariance framework |
| title_exact_search | Valuation of multi-dimensional derivatives in a stochastic covariance framework |
| title_full | Valuation of multi-dimensional derivatives in a stochastic covariance framework Barbara Maria Götz |
| title_fullStr | Valuation of multi-dimensional derivatives in a stochastic covariance framework Barbara Maria Götz |
| title_full_unstemmed | Valuation of multi-dimensional derivatives in a stochastic covariance framework Barbara Maria Götz |
| title_short | Valuation of multi-dimensional derivatives in a stochastic covariance framework |
| title_sort | valuation of multi dimensional derivatives in a stochastic covariance framework |
| topic | Kovarianz Stochastik (DE-588)4140520-1 gnd Korrelation (DE-588)4165343-9 gnd Risikoanalyse (DE-588)4137042-9 gnd Derivat Wertpapier (DE-588)4381572-8 gnd |
| topic_facet | Kovarianz Stochastik Korrelation Risikoanalyse Derivat Wertpapier Hochschulschrift |
| url | http://mediatum.ub.tum.de/node?id=1071370 https://nbn-resolving.org/urn:nbn:de:bvb:91-diss-20110707-1071370-1-9 |
| work_keys_str_mv | AT gotzbarbara valuationofmultidimensionalderivativesinastochasticcovarianceframework |