Financial modelling with jump processes:
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Boca Raton
Chapman & Hall/CRC
[2004]
|
| Series: | Chapman & Hall/CRC financial mathematics series
|
| Subjects: | |
| Item Description: | Bibliographie: Seite 501-527 |
| Physical Description: | 1 Online-Ressource (xvi, 535 Seiten) |
| ISBN: | 1584884134 9781584884132 9780203485217 |
Staff View
MARC
| LEADER | 00000nmm a2200000 c 4500 | ||
|---|---|---|---|
| 001 | BV043207042 | ||
| 003 | DE-604 | ||
| 005 | 00000000000000.0 | ||
| 007 | cr|uuu---uuuuu | ||
| 008 | 151214s2004 |||| o||u| ||||||eng d | ||
| 020 | |a 1584884134 |c print |9 1-58488-413-4 | ||
| 020 | |a 9781584884132 |c print |9 978-1-58488-413-2 | ||
| 020 | |a 9780203485217 |c eBook |9 978-0-203-48521-7 | ||
| 024 | 7 | |a 10.1201/9780203485217 |2 doi | |
| 035 | |a (OCoLC)850190677 | ||
| 035 | |a (DE-599)BVBBV043207042 | ||
| 040 | |a DE-604 |b ger |e rda | ||
| 041 | 0 | |a eng | |
| 049 | |a DE-11 | ||
| 084 | |a QK 622 |0 (DE-625)141669: |2 rvk | ||
| 084 | |a QP 700 |0 (DE-625)141926: |2 rvk | ||
| 084 | |a QP 890 |0 (DE-625)141965: |2 rvk | ||
| 084 | |a SK 980 |0 (DE-625)143277: |2 rvk | ||
| 100 | 1 | |a Cont, Rama |e Verfasser |0 (DE-588)140923446 |4 aut | |
| 245 | 1 | 0 | |a Financial modelling with jump processes |c Rama Cont, Peter Tankov |
| 264 | 1 | |a Boca Raton |b Chapman & Hall/CRC |c [2004] | |
| 264 | 4 | |c © 2004 | |
| 300 | |a 1 Online-Ressource (xvi, 535 Seiten) | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b c |2 rdamedia | ||
| 338 | |b cr |2 rdacarrier | ||
| 490 | 0 | |a Chapman & Hall/CRC financial mathematics series | |
| 500 | |a Bibliographie: Seite 501-527 | ||
| 650 | 4 | |a Mathematisches Modell | |
| 650 | 4 | |a Finance / Mathematical models | |
| 650 | 4 | |a Jump processes | |
| 650 | 0 | 7 | |a Finanzwissenschaft |0 (DE-588)4121273-3 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Sprungprozess |0 (DE-588)4427906-1 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Mathematisches Modell |0 (DE-588)4114528-8 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Lévy-Prozess |0 (DE-588)4463623-4 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Finanzmathematik |0 (DE-588)4017195-4 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Stochastisches Modell |0 (DE-588)4057633-4 |2 gnd |9 rswk-swf |
| 689 | 0 | 0 | |a Finanzwissenschaft |0 (DE-588)4121273-3 |D s |
| 689 | 0 | 1 | |a Mathematisches Modell |0 (DE-588)4114528-8 |D s |
| 689 | 0 | |5 DE-604 | |
| 689 | 1 | 0 | |a Finanzmathematik |0 (DE-588)4017195-4 |D s |
| 689 | 1 | 1 | |a Stochastisches Modell |0 (DE-588)4057633-4 |D s |
| 689 | 1 | 2 | |a Lévy-Prozess |0 (DE-588)4463623-4 |D s |
| 689 | 1 | 3 | |a Sprungprozess |0 (DE-588)4427906-1 |D s |
| 689 | 1 | |5 DE-604 | |
| 700 | 1 | |a Tankov, Peter |d 1977- |e Verfasser |0 (DE-588)140923543 |4 aut | |
| 940 | 1 | |q HUB-EBS-CRCNETBASE | |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-028630236 | ||
Record in the Search Index
| _version_ | 1804175704039882752 |
|---|---|
| any_adam_object | |
| author | Cont, Rama Tankov, Peter 1977- |
| author_GND | (DE-588)140923446 (DE-588)140923543 |
| author_facet | Cont, Rama Tankov, Peter 1977- |
| author_role | aut aut |
| author_sort | Cont, Rama |
| author_variant | r c rc p t pt |
| building | Verbundindex |
| bvnumber | BV043207042 |
| classification_rvk | QK 622 QP 700 QP 890 SK 980 |
| ctrlnum | (OCoLC)850190677 (DE-599)BVBBV043207042 |
| discipline | Mathematik Wirtschaftswissenschaften |
| format | Electronic eBook |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>02249nmm a2200601 c 4500</leader><controlfield tag="001">BV043207042</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">00000000000000.0</controlfield><controlfield tag="007">cr|uuu---uuuuu</controlfield><controlfield tag="008">151214s2004 |||| o||u| ||||||eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">1584884134</subfield><subfield code="c">print</subfield><subfield code="9">1-58488-413-4</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9781584884132</subfield><subfield code="c">print</subfield><subfield code="9">978-1-58488-413-2</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9780203485217</subfield><subfield code="c">eBook</subfield><subfield code="9">978-0-203-48521-7</subfield></datafield><datafield tag="024" ind1="7" ind2=" "><subfield code="a">10.1201/9780203485217</subfield><subfield code="2">doi</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)850190677</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV043207042</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rda</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-11</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QK 622</subfield><subfield code="0">(DE-625)141669:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QP 700</subfield><subfield code="0">(DE-625)141926:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QP 890</subfield><subfield code="0">(DE-625)141965:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">SK 980</subfield><subfield code="0">(DE-625)143277:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Cont, Rama</subfield><subfield code="e">Verfasser</subfield><subfield code="0">(DE-588)140923446</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Financial modelling with jump processes</subfield><subfield code="c">Rama Cont, Peter Tankov</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Boca Raton</subfield><subfield code="b">Chapman & Hall/CRC</subfield><subfield code="c">[2004]</subfield></datafield><datafield tag="264" ind1=" " ind2="4"><subfield code="c">© 2004</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">1 Online-Ressource (xvi, 535 Seiten)</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="490" ind1="0" ind2=" "><subfield code="a">Chapman & Hall/CRC financial mathematics series</subfield></datafield><datafield tag="500" ind1=" " ind2=" "><subfield code="a">Bibliographie: Seite 501-527</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Mathematisches Modell</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Finance / Mathematical models</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Jump processes</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Finanzwissenschaft</subfield><subfield code="0">(DE-588)4121273-3</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Sprungprozess</subfield><subfield code="0">(DE-588)4427906-1</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Mathematisches Modell</subfield><subfield code="0">(DE-588)4114528-8</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Lévy-Prozess</subfield><subfield code="0">(DE-588)4463623-4</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Finanzmathematik</subfield><subfield code="0">(DE-588)4017195-4</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Stochastisches Modell</subfield><subfield code="0">(DE-588)4057633-4</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">Finanzwissenschaft</subfield><subfield code="0">(DE-588)4121273-3</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="1"><subfield code="a">Mathematisches Modell</subfield><subfield code="0">(DE-588)4114528-8</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">Finanzmathematik</subfield><subfield code="0">(DE-588)4017195-4</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="1" ind2="1"><subfield code="a">Stochastisches Modell</subfield><subfield code="0">(DE-588)4057633-4</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="1" ind2="2"><subfield code="a">Lévy-Prozess</subfield><subfield code="0">(DE-588)4463623-4</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="1" ind2="3"><subfield code="a">Sprungprozess</subfield><subfield code="0">(DE-588)4427906-1</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="1" ind2=" "><subfield code="5">DE-604</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Tankov, Peter</subfield><subfield code="d">1977-</subfield><subfield code="e">Verfasser</subfield><subfield code="0">(DE-588)140923543</subfield><subfield code="4">aut</subfield></datafield><datafield tag="940" ind1="1" ind2=" "><subfield code="q">HUB-EBS-CRCNETBASE</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-028630236</subfield></datafield></record></collection> |
| id | DE-604.BV043207042 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T07:20:31Z |
| institution | BVB |
| isbn | 1584884134 9781584884132 9780203485217 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-028630236 |
| oclc_num | 850190677 |
| open_access_boolean | |
| owner | DE-11 |
| owner_facet | DE-11 |
| physical | 1 Online-Ressource (xvi, 535 Seiten) |
| psigel | HUB-EBS-CRCNETBASE |
| publishDate | 2004 |
| publishDateSearch | 2004 |
| publishDateSort | 2004 |
| publisher | Chapman & Hall/CRC |
| record_format | marc |
| series2 | Chapman & Hall/CRC financial mathematics series |
| spelling | Cont, Rama Verfasser (DE-588)140923446 aut Financial modelling with jump processes Rama Cont, Peter Tankov Boca Raton Chapman & Hall/CRC [2004] © 2004 1 Online-Ressource (xvi, 535 Seiten) txt rdacontent c rdamedia cr rdacarrier Chapman & Hall/CRC financial mathematics series Bibliographie: Seite 501-527 Mathematisches Modell Finance / Mathematical models Jump processes Finanzwissenschaft (DE-588)4121273-3 gnd rswk-swf Sprungprozess (DE-588)4427906-1 gnd rswk-swf Mathematisches Modell (DE-588)4114528-8 gnd rswk-swf Lévy-Prozess (DE-588)4463623-4 gnd rswk-swf Finanzmathematik (DE-588)4017195-4 gnd rswk-swf Stochastisches Modell (DE-588)4057633-4 gnd rswk-swf Finanzwissenschaft (DE-588)4121273-3 s Mathematisches Modell (DE-588)4114528-8 s DE-604 Finanzmathematik (DE-588)4017195-4 s Stochastisches Modell (DE-588)4057633-4 s Lévy-Prozess (DE-588)4463623-4 s Sprungprozess (DE-588)4427906-1 s Tankov, Peter 1977- Verfasser (DE-588)140923543 aut |
| spellingShingle | Cont, Rama Tankov, Peter 1977- Financial modelling with jump processes Mathematisches Modell Finance / Mathematical models Jump processes Finanzwissenschaft (DE-588)4121273-3 gnd Sprungprozess (DE-588)4427906-1 gnd Mathematisches Modell (DE-588)4114528-8 gnd Lévy-Prozess (DE-588)4463623-4 gnd Finanzmathematik (DE-588)4017195-4 gnd Stochastisches Modell (DE-588)4057633-4 gnd |
| subject_GND | (DE-588)4121273-3 (DE-588)4427906-1 (DE-588)4114528-8 (DE-588)4463623-4 (DE-588)4017195-4 (DE-588)4057633-4 |
| title | Financial modelling with jump processes |
| title_auth | Financial modelling with jump processes |
| title_exact_search | Financial modelling with jump processes |
| title_full | Financial modelling with jump processes Rama Cont, Peter Tankov |
| title_fullStr | Financial modelling with jump processes Rama Cont, Peter Tankov |
| title_full_unstemmed | Financial modelling with jump processes Rama Cont, Peter Tankov |
| title_short | Financial modelling with jump processes |
| title_sort | financial modelling with jump processes |
| topic | Mathematisches Modell Finance / Mathematical models Jump processes Finanzwissenschaft (DE-588)4121273-3 gnd Sprungprozess (DE-588)4427906-1 gnd Mathematisches Modell (DE-588)4114528-8 gnd Lévy-Prozess (DE-588)4463623-4 gnd Finanzmathematik (DE-588)4017195-4 gnd Stochastisches Modell (DE-588)4057633-4 gnd |
| topic_facet | Mathematisches Modell Finance / Mathematical models Jump processes Finanzwissenschaft Sprungprozess Lévy-Prozess Finanzmathematik Stochastisches Modell |
| work_keys_str_mv | AT contrama financialmodellingwithjumpprocesses AT tankovpeter financialmodellingwithjumpprocesses |