Incorporating parameter risk into derivatives prices – bid-ask pricing and calibration:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Abschlussarbeit Buch |
| Sprache: | English |
| Veröffentlicht: |
2013
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| Schlagworte: | |
| Online-Zugang: | Volltext https://nbn-resolving.org/urn:nbn:de:bvb:91-diss-20130820-1145146-0-0 |
| Beschreibung: | 165 S. graph. Darst. |
Internformat
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| 502 | |a München, Techn. Univ., Diss., 2013 | ||
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Datensatz im Suchindex
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| any_adam_object | |
| author | Bannör, Karl Friedrich |
| author_facet | Bannör, Karl Friedrich |
| author_role | aut |
| author_sort | Bannör, Karl Friedrich |
| author_variant | k f b kf kfb |
| building | Verbundindex |
| bvnumber | BV041265542 |
| classification_tum | WIR 170d |
| collection | ebook |
| ctrlnum | (OCoLC)859395890 (DE-599)BVBBV041265542 |
| dewey-full | 332.6457 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.6457 |
| dewey-search | 332.6457 |
| dewey-sort | 3332.6457 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| format | Thesis Book |
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| id | DE-604.BV041265542 |
| illustrated | Illustrated |
| indexdate | 2024-07-10T00:43:32Z |
| institution | BVB |
| language | English |
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| oclc_num | 859395890 |
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| physical | 165 S. graph. Darst. |
| psigel | ebook |
| publishDate | 2013 |
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| spelling | Bannör, Karl Friedrich Verfasser aut Incorporating parameter risk into derivatives prices – bid-ask pricing and calibration Karl Friedrich Bannör 2013 165 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier München, Techn. Univ., Diss., 2013 Mit einer Zssfassung in dt. Sprache Parameterschätzung (DE-588)4044614-1 gnd rswk-swf Derivat Wertpapier (DE-588)4381572-8 gnd rswk-swf Preisrisiko (DE-588)4224505-9 gnd rswk-swf Risikomaß (DE-588)4716345-8 gnd rswk-swf (DE-588)4113937-9 Hochschulschrift gnd-content Derivat Wertpapier (DE-588)4381572-8 s Preisrisiko (DE-588)4224505-9 s Risikomaß (DE-588)4716345-8 s Parameterschätzung (DE-588)4044614-1 s DE-604 Erscheint auch als Online-Ausgabe urn:nbn:de:bvb:91-diss-20130820-1145146-0-0 http://mediatum.ub.tum.de/node?id=1145146 Verlag kostenfrei Volltext https://nbn-resolving.org/urn:nbn:de:bvb:91-diss-20130820-1145146-0-0 Resolving-System |
| spellingShingle | Bannör, Karl Friedrich Incorporating parameter risk into derivatives prices – bid-ask pricing and calibration Parameterschätzung (DE-588)4044614-1 gnd Derivat Wertpapier (DE-588)4381572-8 gnd Preisrisiko (DE-588)4224505-9 gnd Risikomaß (DE-588)4716345-8 gnd |
| subject_GND | (DE-588)4044614-1 (DE-588)4381572-8 (DE-588)4224505-9 (DE-588)4716345-8 (DE-588)4113937-9 |
| title | Incorporating parameter risk into derivatives prices – bid-ask pricing and calibration |
| title_auth | Incorporating parameter risk into derivatives prices – bid-ask pricing and calibration |
| title_exact_search | Incorporating parameter risk into derivatives prices – bid-ask pricing and calibration |
| title_full | Incorporating parameter risk into derivatives prices – bid-ask pricing and calibration Karl Friedrich Bannör |
| title_fullStr | Incorporating parameter risk into derivatives prices – bid-ask pricing and calibration Karl Friedrich Bannör |
| title_full_unstemmed | Incorporating parameter risk into derivatives prices – bid-ask pricing and calibration Karl Friedrich Bannör |
| title_short | Incorporating parameter risk into derivatives prices – bid-ask pricing and calibration |
| title_sort | incorporating parameter risk into derivatives prices bid ask pricing and calibration |
| topic | Parameterschätzung (DE-588)4044614-1 gnd Derivat Wertpapier (DE-588)4381572-8 gnd Preisrisiko (DE-588)4224505-9 gnd Risikomaß (DE-588)4716345-8 gnd |
| topic_facet | Parameterschätzung Derivat Wertpapier Preisrisiko Risikomaß Hochschulschrift |
| url | http://mediatum.ub.tum.de/node?id=1145146 https://nbn-resolving.org/urn:nbn:de:bvb:91-diss-20130820-1145146-0-0 |
| work_keys_str_mv | AT bannorkarlfriedrich incorporatingparameterriskintoderivativespricesbidaskpricingandcalibration |