Verfügbarkeit: A Time Series Approach to Option Pricing

A Time Series Approach to Option Pricing: Models, Methods and Empirical Performances

Gespeichert in:

Bibliographische Detailangaben
Hauptverfasser:	Chorro, Christophe (VerfasserIn), Guégan, Dominique (VerfasserIn), Ielpo, Florian (VerfasserIn)
Format:	Elektronisch E-Book
Sprache:	English
Veröffentlicht:	Berlin Springer 2015
Schlagworte:	Statistik Wirtschaft Economics Finance Economics > Statistics ARCH-Prozess Zeitreihenanalyse Black-Scholes-Modell Optionspreistheorie Optionsgeschäft GARCH-Prozess
Online-Zugang:	BTU01 FAB01 FAW01 FHA01 FHI01 FHM01 FHN01 FHO01 FHR01 FKE01 FLA01 FNU01 FRO01 FWS01 FWS02 HWR01 UBG01 UBT01 UBY01 UEI01 UPA01 Volltext Inhaltsverzeichnis Abstract
Beschreibung:	1 Online-Ressource (XVI, 188 p. 31 illus., 1 illus. in color)
ISBN:	9783662450369 9783662450376
DOI:	10.1007/978-3-662-45037-6

Internformat

MARC


LEADER	00000nmm a2200000 c 4500
001	BV042297369
003	DE-604
005	00000000000000.0
007	cr\|uuu---uuuuu
008	150129s2015 \|\|\|\| o\|\|u\| \|\|\|\|\|\|eng d
020			\|a 9783662450369 \|9 978-3-662-45036-9
020			\|a 9783662450376 \|c Online \|9 978-3-662-45037-6
024	7		\|a 10.1007/978-3-662-45037-6 \|2 doi
035			\|a (OCoLC)899162051
035			\|a (DE-599)HBZTT050433802
040			\|a DE-604 \|b ger \|e rakwb
041	0		\|a eng
049			\|a DE-473 \|a DE-739 \|a DE-92 \|a DE-2070s \|a DE-703 \|a DE-634 \|a DE-Aug4 \|a DE-863 \|a DE-862 \|a DE-859 \|a DE-1043 \|a DE-1046 \|a DE-M347 \|a DE-573 \|a DE-1049 \|a DE-824 \|a DE-860 \|a DE-898 \|a DE-861 \|a DE-1051 \|a DE-706
082	0	4	\|a 658.152 \|2 23
082	0		\|a 658.152 \|2 23
100	1		\|a Chorro, Christophe \|e Verfasser \|0 (DE-588)1065319231 \|4 aut
245	1	0	\|a A Time Series Approach to Option Pricing \|b Models, Methods and Empirical Performances \|c by Christophe Chorro, Dominique Guégan, Florian Ielpo
264		1	\|a Berlin \|b Springer \|c 2015
300			\|a 1 Online-Ressource (XVI, 188 p. 31 illus., 1 illus. in color)
336			\|b txt \|2 rdacontent
337			\|b c \|2 rdamedia
338			\|b cr \|2 rdacarrier
650		4	\|a Statistik
650		4	\|a Wirtschaft
650		4	\|a Economics
650		4	\|a Finance
650		4	\|a Economics \|x Statistics
650	0	7	\|a ARCH-Prozess \|0 (DE-588)4346437-3 \|2 gnd \|9 rswk-swf
650	0	7	\|a Zeitreihenanalyse \|0 (DE-588)4067486-1 \|2 gnd \|9 rswk-swf
650	0	7	\|a Black-Scholes-Modell \|0 (DE-588)4206283-4 \|2 gnd \|9 rswk-swf
650	0	7	\|a Optionspreistheorie \|0 (DE-588)4135346-8 \|2 gnd \|9 rswk-swf
650	0	7	\|a Optionsgeschäft \|0 (DE-588)4043670-6 \|2 gnd \|9 rswk-swf
650	0	7	\|a GARCH-Prozess \|0 (DE-588)4346436-1 \|2 gnd \|9 rswk-swf
689	0	0	\|a Optionspreistheorie \|0 (DE-588)4135346-8 \|D s
689	0	1	\|a Optionsgeschäft \|0 (DE-588)4043670-6 \|D s
689	0	2	\|a Zeitreihenanalyse \|0 (DE-588)4067486-1 \|D s
689	0	3	\|a ARCH-Prozess \|0 (DE-588)4346437-3 \|D s
689	0		\|5 DE-604
689	1	0	\|a Optionspreistheorie \|0 (DE-588)4135346-8 \|D s
689	1	1	\|a Zeitreihenanalyse \|0 (DE-588)4067486-1 \|D s
689	1	2	\|a Black-Scholes-Modell \|0 (DE-588)4206283-4 \|D s
689	1	3	\|a GARCH-Prozess \|0 (DE-588)4346436-1 \|D s
689	1		\|8 1\p \|5 DE-604
700	1		\|a Guégan, Dominique \|e Verfasser \|0 (DE-588)170934667 \|4 aut
700	1		\|a Ielpo, Florian \|e Verfasser \|0 (DE-588)1044606711 \|4 aut
856	4	0	\|u https://doi.org/10.1007/978-3-662-45037-6 \|x Verlag \|3 Volltext
856	4	2	\|m Springer Fremddatenuebernahme \|q application/pdf \|u http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=027734415&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA \|3 Inhaltsverzeichnis
856	4	2	\|m Springer Fremddatenuebernahme \|q application/pdf \|u http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=027734415&sequence=000003&line_number=0002&func_code=DB_RECORDS&service_type=MEDIA \|3 Abstract
912			\|a ZDB-2-SBE
999			\|a oai:aleph.bib-bvb.de:BVB01-027734415
883	1		\|8 1\p \|a cgwrk \|d 20201028 \|q DE-101 \|u https://d-nb.info/provenance/plan#cgwrk
966	e		\|u https://doi.org/10.1007/978-3-662-45037-6 \|l BTU01 \|p ZDB-2-SBE \|x Verlag \|3 Volltext
966	e		\|u https://doi.org/10.1007/978-3-662-45037-6 \|l FAB01 \|p ZDB-2-SBE \|x Verlag \|3 Volltext
966	e		\|u https://doi.org/10.1007/978-3-662-45037-6 \|l FAW01 \|p ZDB-2-SBE \|x Verlag \|3 Volltext
966	e		\|u https://doi.org/10.1007/978-3-662-45037-6 \|l FHA01 \|p ZDB-2-SBE \|x Verlag \|3 Volltext
966	e		\|u https://doi.org/10.1007/978-3-662-45037-6 \|l FHI01 \|p ZDB-2-SBE \|x Verlag \|3 Volltext
966	e		\|u https://doi.org/10.1007/978-3-662-45037-6 \|l FHM01 \|p ZDB-2-SBE \|x Verlag \|3 Volltext
966	e		\|u https://doi.org/10.1007/978-3-662-45037-6 \|l FHN01 \|p ZDB-2-SBE \|x Verlag \|3 Volltext
966	e		\|u https://doi.org/10.1007/978-3-662-45037-6 \|l FHO01 \|p ZDB-2-SBE \|x Verlag \|3 Volltext
966	e		\|u https://doi.org/10.1007/978-3-662-45037-6 \|l FHR01 \|p ZDB-2-SBE \|x Verlag \|3 Volltext
966	e		\|u https://doi.org/10.1007/978-3-662-45037-6 \|l FKE01 \|p ZDB-2-SBE \|x Verlag \|3 Volltext
966	e		\|u https://doi.org/10.1007/978-3-662-45037-6 \|l FLA01 \|p ZDB-2-SBE \|x Verlag \|3 Volltext
966	e		\|u https://doi.org/10.1007/978-3-662-45037-6 \|l FNU01 \|p ZDB-2-SBE \|x Verlag \|3 Volltext
966	e		\|u https://doi.org/10.1007/978-3-662-45037-6 \|l FRO01 \|p ZDB-2-SBE \|x Verlag \|3 Volltext
966	e		\|u https://doi.org/10.1007/978-3-662-45037-6 \|l FWS01 \|p ZDB-2-SBE \|x Verlag \|3 Volltext
966	e		\|u https://doi.org/10.1007/978-3-662-45037-6 \|l FWS02 \|p ZDB-2-SBE \|x Verlag \|3 Volltext
966	e		\|u https://doi.org/10.1007/978-3-662-45037-6 \|l HWR01 \|p ZDB-2-SBE \|x Verlag \|3 Volltext
966	e		\|u https://doi.org/10.1007/978-3-662-45037-6 \|l UBG01 \|p ZDB-2-SBE \|x Verlag \|3 Volltext
966	e		\|u https://doi.org/10.1007/978-3-662-45037-6 \|l UBT01 \|p ZDB-2-SBE \|x Verlag \|3 Volltext
966	e		\|u https://doi.org/10.1007/978-3-662-45037-6 \|l UBY01 \|p ZDB-2-SBE \|x Verlag \|3 Volltext
966	e		\|u https://doi.org/10.1007/978-3-662-45037-6 \|l UEI01 \|p ZDB-2-SBE \|x Verlag \|3 Volltext
966	e		\|u https://doi.org/10.1007/978-3-662-45037-6 \|l UPA01 \|p ZDB-2-SBE \|x Verlag \|3 Volltext

Datensatz im Suchindex

DE-BY-FWS_katkey	543996
_version_	1806179197487415296
adam_text	A TIME SERIES APPROACH TO OPTION PRICING / CHORRO, CHRISTOPHE : 2015 TABLE OF CONTENTS / INHALTSVERZEICHNIS INTRODUCTION 1 THE TIME SERIES TOOLBOX FOR FINANCIAL RETURNS 2 THE STOCHASTIC DISCOUNT FACTOR APPROACH 3 EMPIRICAL PERFORMANCES MATHEMATICAL APPENDIX INDEX DIESES SCHRIFTSTUECK WURDE MASCHINELL ERZEUGT. A TIME SERIES APPROACH TO OPTION PRICING / CHORRO, CHRISTOPHE : 2015 ABSTRACT / INHALTSTEXT THE CURRENT WORLD FINANCIAL SCENE INDICATES AT AN INTERTWINED AND INTERDEPENDENT RELATIONSHIP BETWEEN FINANCIAL MARKET ACTIVITY AND ECONOMIC HEALTH. THIS BOOK EXPLAINS HOW THE ECONOMIC MESSAGES DELIVERED BY THE DYNAMIC EVOLUTION OF FINANCIAL ASSET RETURNS ARE STRONGLY RELATED TO OPTION PRICES. THE BLACK SCHOLES FRAMEWORK IS INTRODUCED AND BY UNDERLINING ITS SHORTCOMINGS,AN ALTERNATIVE APPROACH IS PRESENTED THAT HAS EMERGED OVER THE PAST TEN YEARS OF ACADEMIC RESEARCH, AN APPROACH THAT IS MUCH MORE GROUNDED ON A REALISTIC STATISTICAL ANALYSIS OF DATA RATHER THAN ON AD HOC TRACTABLE CONTINUOUS TIME OPTION PRICING MODELS. THE READER THEN LEARNS WHAT IT TAKES TO UNDERSTAND AND IMPLEMENT THESE OPTION PRICING MODELS BASED ON TIME SERIES ANALYSIS IN A SELF-CONTAINED WAY. THE DISCUSSION COVERS MODELING CHOICES AVAILABLE TO THE QUANTITATIVE ANALYST, AS WELL AS THE TOOLS TO DECIDE UPON A PARTICULAR MODEL BASED ON THE HISTORICAL DATASETS OF FINANCIAL RETURNS. THE READER IS THEN GUIDED INTO NUMERICAL DEDUCTION OF OPTION PRICES FROM THESE MODELS AND ILLUSTRATIONS WITH REAL EXAMPLES ARE USED TO REFLECT THE ACCURACY OF THE APPROACH USING DATASETS OF OPTIONS ON EQUITY INDICES DIESES SCHRIFTSTUECK WURDE MASCHINELL ERZEUGT.
any_adam_object	1
author	Chorro, Christophe Guégan, Dominique Ielpo, Florian
author_GND	(DE-588)1065319231 (DE-588)170934667 (DE-588)1044606711
author_facet	Chorro, Christophe Guégan, Dominique Ielpo, Florian
author_role	aut aut aut
author_sort	Chorro, Christophe
author_variant	c c cc d g dg f i fi
building	Verbundindex
bvnumber	BV042297369
collection	ZDB-2-SBE
ctrlnum	(OCoLC)899162051 (DE-599)HBZTT050433802
dewey-full	658.152
dewey-hundreds	600 - Technology (Applied sciences)
dewey-ones	658 - General management
dewey-raw	658.152
dewey-search	658.152
dewey-sort	3658.152
dewey-tens	650 - Management and auxiliary services
discipline	Wirtschaftswissenschaften
doi_str_mv	10.1007/978-3-662-45037-6
format	Electronic eBook
fullrecord	<?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>05040nmm a2200889 c 4500</leader><controlfield tag="001">BV042297369</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">00000000000000.0</controlfield><controlfield tag="007">cr\|uuu---uuuuu</controlfield><controlfield tag="008">150129s2015 \|\|\|\| o\|\|u\| \|\|\|\|\|\|eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9783662450369</subfield><subfield code="9">978-3-662-45036-9</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9783662450376</subfield><subfield code="c">Online</subfield><subfield code="9">978-3-662-45037-6</subfield></datafield><datafield tag="024" ind1="7" ind2=" "><subfield code="a">10.1007/978-3-662-45037-6</subfield><subfield code="2">doi</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)899162051</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)HBZTT050433802</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rakwb</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-473</subfield><subfield code="a">DE-739</subfield><subfield code="a">DE-92</subfield><subfield code="a">DE-2070s</subfield><subfield code="a">DE-703</subfield><subfield code="a">DE-634</subfield><subfield code="a">DE-Aug4</subfield><subfield code="a">DE-863</subfield><subfield code="a">DE-862</subfield><subfield code="a">DE-859</subfield><subfield code="a">DE-1043</subfield><subfield code="a">DE-1046</subfield><subfield code="a">DE-M347</subfield><subfield code="a">DE-573</subfield><subfield code="a">DE-1049</subfield><subfield code="a">DE-824</subfield><subfield code="a">DE-860</subfield><subfield code="a">DE-898</subfield><subfield code="a">DE-861</subfield><subfield code="a">DE-1051</subfield><subfield code="a">DE-706</subfield></datafield><datafield tag="082" ind1="0" ind2="4"><subfield code="a">658.152</subfield><subfield code="2">23</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">658.152</subfield><subfield code="2">23</subfield><subfield code="2"></subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Chorro, Christophe</subfield><subfield code="e">Verfasser</subfield><subfield code="0">(DE-588)1065319231</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">A Time Series Approach to Option Pricing</subfield><subfield code="b">Models, Methods and Empirical Performances</subfield><subfield code="c">by Christophe Chorro, Dominique Guégan, Florian Ielpo</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Berlin</subfield><subfield code="b">Springer</subfield><subfield code="c">2015</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">1 Online-Ressource (XVI, 188 p. 31 illus., 1 illus. in color)</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">c</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">cr</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Statistik</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Wirtschaft</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Economics</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Finance</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Economics</subfield><subfield code="x">Statistics</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">ARCH-Prozess</subfield><subfield code="0">(DE-588)4346437-3</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Zeitreihenanalyse</subfield><subfield code="0">(DE-588)4067486-1</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Black-Scholes-Modell</subfield><subfield code="0">(DE-588)4206283-4</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Optionspreistheorie</subfield><subfield code="0">(DE-588)4135346-8</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Optionsgeschäft</subfield><subfield code="0">(DE-588)4043670-6</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">GARCH-Prozess</subfield><subfield code="0">(DE-588)4346436-1</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">Optionspreistheorie</subfield><subfield code="0">(DE-588)4135346-8</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="1"><subfield code="a">Optionsgeschäft</subfield><subfield code="0">(DE-588)4043670-6</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="2"><subfield code="a">Zeitreihenanalyse</subfield><subfield code="0">(DE-588)4067486-1</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="3"><subfield code="a">ARCH-Prozess</subfield><subfield code="0">(DE-588)4346437-3</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="5">DE-604</subfield></datafield><datafield tag="689" ind1="1" ind2="0"><subfield code="a">Optionspreistheorie</subfield><subfield code="0">(DE-588)4135346-8</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="1" ind2="1"><subfield code="a">Zeitreihenanalyse</subfield><subfield code="0">(DE-588)4067486-1</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="1" ind2="2"><subfield code="a">Black-Scholes-Modell</subfield><subfield code="0">(DE-588)4206283-4</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="1" ind2="3"><subfield code="a">GARCH-Prozess</subfield><subfield code="0">(DE-588)4346436-1</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="1" ind2=" "><subfield code="8">1\p</subfield><subfield code="5">DE-604</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Guégan, Dominique</subfield><subfield code="e">Verfasser</subfield><subfield code="0">(DE-588)170934667</subfield><subfield code="4">aut</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Ielpo, Florian</subfield><subfield code="e">Verfasser</subfield><subfield code="0">(DE-588)1044606711</subfield><subfield code="4">aut</subfield></datafield><datafield tag="856" ind1="4" ind2="0"><subfield code="u">https://doi.org/10.1007/978-3-662-45037-6</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="856" ind1="4" ind2="2"><subfield code="m">Springer Fremddatenuebernahme</subfield><subfield code="q">application/pdf</subfield><subfield code="u">http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=027734415&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA</subfield><subfield code="3">Inhaltsverzeichnis</subfield></datafield><datafield tag="856" ind1="4" ind2="2"><subfield code="m">Springer Fremddatenuebernahme</subfield><subfield code="q">application/pdf</subfield><subfield code="u">http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=027734415&sequence=000003&line_number=0002&func_code=DB_RECORDS&service_type=MEDIA</subfield><subfield code="3">Abstract</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">ZDB-2-SBE</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-027734415</subfield></datafield><datafield tag="883" ind1="1" ind2=" "><subfield code="8">1\p</subfield><subfield code="a">cgwrk</subfield><subfield code="d">20201028</subfield><subfield code="q">DE-101</subfield><subfield code="u">https://d-nb.info/provenance/plan#cgwrk</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1007/978-3-662-45037-6</subfield><subfield code="l">BTU01</subfield><subfield code="p">ZDB-2-SBE</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1007/978-3-662-45037-6</subfield><subfield code="l">FAB01</subfield><subfield code="p">ZDB-2-SBE</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1007/978-3-662-45037-6</subfield><subfield code="l">FAW01</subfield><subfield code="p">ZDB-2-SBE</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1007/978-3-662-45037-6</subfield><subfield code="l">FHA01</subfield><subfield code="p">ZDB-2-SBE</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1007/978-3-662-45037-6</subfield><subfield code="l">FHI01</subfield><subfield code="p">ZDB-2-SBE</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1007/978-3-662-45037-6</subfield><subfield code="l">FHM01</subfield><subfield code="p">ZDB-2-SBE</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1007/978-3-662-45037-6</subfield><subfield code="l">FHN01</subfield><subfield code="p">ZDB-2-SBE</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1007/978-3-662-45037-6</subfield><subfield code="l">FHO01</subfield><subfield code="p">ZDB-2-SBE</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1007/978-3-662-45037-6</subfield><subfield code="l">FHR01</subfield><subfield code="p">ZDB-2-SBE</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1007/978-3-662-45037-6</subfield><subfield code="l">FKE01</subfield><subfield code="p">ZDB-2-SBE</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1007/978-3-662-45037-6</subfield><subfield code="l">FLA01</subfield><subfield code="p">ZDB-2-SBE</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1007/978-3-662-45037-6</subfield><subfield code="l">FNU01</subfield><subfield code="p">ZDB-2-SBE</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1007/978-3-662-45037-6</subfield><subfield code="l">FRO01</subfield><subfield code="p">ZDB-2-SBE</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1007/978-3-662-45037-6</subfield><subfield code="l">FWS01</subfield><subfield code="p">ZDB-2-SBE</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1007/978-3-662-45037-6</subfield><subfield code="l">FWS02</subfield><subfield code="p">ZDB-2-SBE</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1007/978-3-662-45037-6</subfield><subfield code="l">HWR01</subfield><subfield code="p">ZDB-2-SBE</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1007/978-3-662-45037-6</subfield><subfield code="l">UBG01</subfield><subfield code="p">ZDB-2-SBE</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1007/978-3-662-45037-6</subfield><subfield code="l">UBT01</subfield><subfield code="p">ZDB-2-SBE</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1007/978-3-662-45037-6</subfield><subfield code="l">UBY01</subfield><subfield code="p">ZDB-2-SBE</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1007/978-3-662-45037-6</subfield><subfield code="l">UEI01</subfield><subfield code="p">ZDB-2-SBE</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1007/978-3-662-45037-6</subfield><subfield code="l">UPA01</subfield><subfield code="p">ZDB-2-SBE</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield></record></collection>
id	DE-604.BV042297369
illustrated	Not Illustrated
indexdate	2024-08-01T12:05:10Z
institution	BVB
isbn	9783662450369 9783662450376
language	English
oai_aleph_id	oai:aleph.bib-bvb.de:BVB01-027734415
oclc_num	899162051
open_access_boolean
owner	DE-473 DE-BY-UBG DE-739 DE-92 DE-2070s DE-703 DE-634 DE-Aug4 DE-863 DE-BY-FWS DE-862 DE-BY-FWS DE-859 DE-1043 DE-1046 DE-M347 DE-573 DE-1049 DE-824 DE-860 DE-898 DE-BY-UBR DE-861 DE-1051 DE-706
owner_facet	DE-473 DE-BY-UBG DE-739 DE-92 DE-2070s DE-703 DE-634 DE-Aug4 DE-863 DE-BY-FWS DE-862 DE-BY-FWS DE-859 DE-1043 DE-1046 DE-M347 DE-573 DE-1049 DE-824 DE-860 DE-898 DE-BY-UBR DE-861 DE-1051 DE-706
physical	1 Online-Ressource (XVI, 188 p. 31 illus., 1 illus. in color)
psigel	ZDB-2-SBE
publishDate	2015
publishDateSearch	2015
publishDateSort	2015
publisher	Springer
record_format	marc
spellingShingle	Chorro, Christophe Guégan, Dominique Ielpo, Florian A Time Series Approach to Option Pricing Models, Methods and Empirical Performances Statistik Wirtschaft Economics Finance Economics Statistics ARCH-Prozess (DE-588)4346437-3 gnd Zeitreihenanalyse (DE-588)4067486-1 gnd Black-Scholes-Modell (DE-588)4206283-4 gnd Optionspreistheorie (DE-588)4135346-8 gnd Optionsgeschäft (DE-588)4043670-6 gnd GARCH-Prozess (DE-588)4346436-1 gnd
subject_GND	(DE-588)4346437-3 (DE-588)4067486-1 (DE-588)4206283-4 (DE-588)4135346-8 (DE-588)4043670-6 (DE-588)4346436-1
title	A Time Series Approach to Option Pricing Models, Methods and Empirical Performances
title_auth	A Time Series Approach to Option Pricing Models, Methods and Empirical Performances
title_exact_search	A Time Series Approach to Option Pricing Models, Methods and Empirical Performances
title_full	A Time Series Approach to Option Pricing Models, Methods and Empirical Performances by Christophe Chorro, Dominique Guégan, Florian Ielpo
title_fullStr	A Time Series Approach to Option Pricing Models, Methods and Empirical Performances by Christophe Chorro, Dominique Guégan, Florian Ielpo
title_full_unstemmed	A Time Series Approach to Option Pricing Models, Methods and Empirical Performances by Christophe Chorro, Dominique Guégan, Florian Ielpo
title_short	A Time Series Approach to Option Pricing
title_sort	a time series approach to option pricing models methods and empirical performances
title_sub	Models, Methods and Empirical Performances
topic	Statistik Wirtschaft Economics Finance Economics Statistics ARCH-Prozess (DE-588)4346437-3 gnd Zeitreihenanalyse (DE-588)4067486-1 gnd Black-Scholes-Modell (DE-588)4206283-4 gnd Optionspreistheorie (DE-588)4135346-8 gnd Optionsgeschäft (DE-588)4043670-6 gnd GARCH-Prozess (DE-588)4346436-1 gnd
topic_facet	Statistik Wirtschaft Economics Finance Economics Statistics ARCH-Prozess Zeitreihenanalyse Black-Scholes-Modell Optionspreistheorie Optionsgeschäft GARCH-Prozess
url	https://doi.org/10.1007/978-3-662-45037-6 http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=027734415&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=027734415&sequence=000003&line_number=0002&func_code=DB_RECORDS&service_type=MEDIA
work_keys_str_mv	AT chorrochristophe atimeseriesapproachtooptionpricingmodelsmethodsandempiricalperformances AT guegandominique atimeseriesapproachtooptionpricingmodelsmethodsandempiricalperformances AT ielpoflorian atimeseriesapproachtooptionpricingmodelsmethodsandempiricalperformances

Verfügbarkeit

Volltext öffnen

MARC

Datensatz im Suchindex

Ähnliche Einträge