Tools for computational finance:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
London ; Dordrecht ; Heidelberg ; New York
Springer
[2012]
|
| Ausgabe: | Fifth Edition |
| Schriftenreihe: | Universitext
|
| Schlagworte: | |
| Online-Zugang: | BTU01 TUM01 UBA01 UBM01 UBT01 UBW01 UER01 UPA01 URL des Erstveröffentlichers |
| Beschreibung: | 1 Online-Ressource (XVII, 429 S. Seiten) Diagramme |
| ISBN: | 9781447129936 |
| DOI: | 10.1007/978-1-4471-2993-6 |
Internformat
MARC
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| 650 | 7 | |a Optionspreistheorie |2 stw | |
| 650 | 7 | |a Simulation |2 stw | |
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| 650 | 7 | |a Theorie |2 stw | |
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Datensatz im Suchindex
| _version_ | 1804149050424950784 |
|---|---|
| any_adam_object | |
| author | Seydel, Rüdiger 1947- |
| author_GND | (DE-588)13662782X |
| author_facet | Seydel, Rüdiger 1947- |
| author_role | aut |
| author_sort | Seydel, Rüdiger 1947- |
| author_variant | r s rs |
| building | Verbundindex |
| bvnumber | BV040100376 |
| classification_rvk | QK 660 SK 980 |
| classification_tum | MAT 620f WIR 160f MAT 000 |
| collection | ZDB-2-SMA |
| ctrlnum | (OCoLC)798968050 (DE-599)BVBBV040100376 |
| dewey-full | 332.6322830285 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.6322830285 |
| dewey-search | 332.6322830285 |
| dewey-sort | 3332.6322830285 |
| dewey-tens | 330 - Economics |
| discipline | Informatik Mathematik Wirtschaftswissenschaften |
| doi_str_mv | 10.1007/978-1-4471-2993-6 |
| edition | Fifth Edition |
| format | Electronic eBook |
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| id | DE-604.BV040100376 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T00:16:52Z |
| institution | BVB |
| isbn | 9781447129936 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-024956940 |
| oclc_num | 798968050 |
| open_access_boolean | |
| owner | DE-20 DE-91 DE-BY-TUM DE-29 DE-739 DE-634 DE-703 DE-384 DE-19 DE-BY-UBM DE-83 |
| owner_facet | DE-20 DE-91 DE-BY-TUM DE-29 DE-739 DE-634 DE-703 DE-384 DE-19 DE-BY-UBM DE-83 |
| physical | 1 Online-Ressource (XVII, 429 S. Seiten) Diagramme |
| psigel | ZDB-2-SMA |
| publishDate | 2012 |
| publishDateSearch | 2012 |
| publishDateSort | 2012 |
| publisher | Springer |
| record_format | marc |
| series2 | Universitext |
| spelling | Seydel, Rüdiger 1947- Verfasser (DE-588)13662782X aut Tools for computational finance Rüdiger U. Seydel Fifth Edition London ; Dordrecht ; Heidelberg ; New York Springer [2012] 1 Online-Ressource (XVII, 429 S. Seiten) Diagramme txt rdacontent c rdamedia cr rdacarrier Universitext Black-Scholes-Modell - Optionspreistheorie Finanzmathematik stw Optionspreistheorie stw Simulation stw Stochastischer Prozess stw Theorie stw Wertpapieranalyse stw Optionspreistheorie (DE-588)4135346-8 gnd rswk-swf Black-Scholes-Modell (DE-588)4206283-4 gnd rswk-swf Finanzmathematik (DE-588)4017195-4 gnd rswk-swf Wertpapieranalyse (DE-588)4124458-8 gnd rswk-swf Stochastisches Modell (DE-588)4057633-4 gnd rswk-swf Derivat Wertpapier (DE-588)4381572-8 gnd rswk-swf Black-Scholes-Modell (DE-588)4206283-4 s Optionspreistheorie (DE-588)4135346-8 s DE-604 Wertpapieranalyse (DE-588)4124458-8 s Stochastisches Modell (DE-588)4057633-4 s 1\p DE-604 Finanzmathematik (DE-588)4017195-4 s Derivat Wertpapier (DE-588)4381572-8 s 2\p DE-604 Erscheint auch als Druck-Ausgabe 978-1-4471-2992-9 https://doi.org/10.1007/978-1-4471-2993-6 Verlag URL des Erstveröffentlichers Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 2\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Seydel, Rüdiger 1947- Tools for computational finance Black-Scholes-Modell - Optionspreistheorie Finanzmathematik stw Optionspreistheorie stw Simulation stw Stochastischer Prozess stw Theorie stw Wertpapieranalyse stw Optionspreistheorie (DE-588)4135346-8 gnd Black-Scholes-Modell (DE-588)4206283-4 gnd Finanzmathematik (DE-588)4017195-4 gnd Wertpapieranalyse (DE-588)4124458-8 gnd Stochastisches Modell (DE-588)4057633-4 gnd Derivat Wertpapier (DE-588)4381572-8 gnd |
| subject_GND | (DE-588)4135346-8 (DE-588)4206283-4 (DE-588)4017195-4 (DE-588)4124458-8 (DE-588)4057633-4 (DE-588)4381572-8 |
| title | Tools for computational finance |
| title_auth | Tools for computational finance |
| title_exact_search | Tools for computational finance |
| title_full | Tools for computational finance Rüdiger U. Seydel |
| title_fullStr | Tools for computational finance Rüdiger U. Seydel |
| title_full_unstemmed | Tools for computational finance Rüdiger U. Seydel |
| title_short | Tools for computational finance |
| title_sort | tools for computational finance |
| topic | Black-Scholes-Modell - Optionspreistheorie Finanzmathematik stw Optionspreistheorie stw Simulation stw Stochastischer Prozess stw Theorie stw Wertpapieranalyse stw Optionspreistheorie (DE-588)4135346-8 gnd Black-Scholes-Modell (DE-588)4206283-4 gnd Finanzmathematik (DE-588)4017195-4 gnd Wertpapieranalyse (DE-588)4124458-8 gnd Stochastisches Modell (DE-588)4057633-4 gnd Derivat Wertpapier (DE-588)4381572-8 gnd |
| topic_facet | Black-Scholes-Modell - Optionspreistheorie Finanzmathematik Optionspreistheorie Simulation Stochastischer Prozess Theorie Wertpapieranalyse Black-Scholes-Modell Stochastisches Modell Derivat Wertpapier |
| url | https://doi.org/10.1007/978-1-4471-2993-6 |
| work_keys_str_mv | AT seydelrudiger toolsforcomputationalfinance |