Lévy processes in finance: pricing financial derivatives
Saved in:
| Main Author: | |
|---|---|
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Chichester, West Sussex
J. Wiley
©2003
|
| Series: | Wiley series in probability and statistics
|
| Subjects: | |
| Online Access: | FRO01 UBG01 Volltext |
| Item Description: | Includes bibliographical references (pages 157-164) and index |
| Physical Description: | 1 Online-Ressource (xiii, 180 pages) |
| ISBN: | 0470851562 9780470851562 0470870230 9780470870235 |
Staff View
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Record in the Search Index
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| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
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| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
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| id | DE-604.BV043385524 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T07:24:29Z |
| institution | BVB |
| isbn | 0470851562 9780470851562 0470870230 9780470870235 |
| language | English |
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| publisher | J. Wiley |
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| series2 | Wiley series in probability and statistics |
| spelling | Schoutens, Wim Verfasser aut Lévy processes in finance pricing financial derivatives Wim Schoutens Chichester, West Sussex J. Wiley ©2003 1 Online-Ressource (xiii, 180 pages) txt rdacontent c rdamedia cr rdacarrier Wiley series in probability and statistics Includes bibliographical references (pages 157-164) and index Statistics for finance, business and economics Instruments dérivés (Finances) / Prix / Modèles mathématiques Lévy, Processus de Derivative securities / Prices / Mathematical models fast Lévy processes fast Stochastische processen gtt Derivaten (financiën) gtt Portfolio-theorie gtt Prix de l'option rasuqam Taux d'intérêt rasuqam Option exotique (Finances) rasuqam Volatilité (Finances) rasuqam Cours du marché rasuqam Processus de Lévy rasuqam Méthode de simulation rasuqam Modèle mathématique rasuqam Mathématique financière rasuqam Instrument dérivé (Finances) rasuqam Lévy-Prozess swd Black-Scholes-Modell swd Derivat <Wertpapier> swd Mathematisches Modell Derivative securities / Prices / Mathematical models Lévy processes Preisbildung (DE-588)4047103-2 gnd rswk-swf Lévy-Prozess (DE-588)4463623-4 gnd rswk-swf Kreditmarkt (DE-588)4073788-3 gnd rswk-swf Kreditmarkt (DE-588)4073788-3 s Preisbildung (DE-588)4047103-2 s Lévy-Prozess (DE-588)4463623-4 s 1\p DE-604 https://onlinelibrary.wiley.com/doi/book/10.1002/0470870230 Verlag URL des Erstveröffentlichers Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Schoutens, Wim Lévy processes in finance pricing financial derivatives Statistics for finance, business and economics Instruments dérivés (Finances) / Prix / Modèles mathématiques Lévy, Processus de Derivative securities / Prices / Mathematical models fast Lévy processes fast Stochastische processen gtt Derivaten (financiën) gtt Portfolio-theorie gtt Prix de l'option rasuqam Taux d'intérêt rasuqam Option exotique (Finances) rasuqam Volatilité (Finances) rasuqam Cours du marché rasuqam Processus de Lévy rasuqam Méthode de simulation rasuqam Modèle mathématique rasuqam Mathématique financière rasuqam Instrument dérivé (Finances) rasuqam Lévy-Prozess swd Black-Scholes-Modell swd Derivat <Wertpapier> swd Mathematisches Modell Derivative securities / Prices / Mathematical models Lévy processes Preisbildung (DE-588)4047103-2 gnd Lévy-Prozess (DE-588)4463623-4 gnd Kreditmarkt (DE-588)4073788-3 gnd |
| subject_GND | (DE-588)4047103-2 (DE-588)4463623-4 (DE-588)4073788-3 |
| title | Lévy processes in finance pricing financial derivatives |
| title_auth | Lévy processes in finance pricing financial derivatives |
| title_exact_search | Lévy processes in finance pricing financial derivatives |
| title_full | Lévy processes in finance pricing financial derivatives Wim Schoutens |
| title_fullStr | Lévy processes in finance pricing financial derivatives Wim Schoutens |
| title_full_unstemmed | Lévy processes in finance pricing financial derivatives Wim Schoutens |
| title_short | Lévy processes in finance |
| title_sort | levy processes in finance pricing financial derivatives |
| title_sub | pricing financial derivatives |
| topic | Statistics for finance, business and economics Instruments dérivés (Finances) / Prix / Modèles mathématiques Lévy, Processus de Derivative securities / Prices / Mathematical models fast Lévy processes fast Stochastische processen gtt Derivaten (financiën) gtt Portfolio-theorie gtt Prix de l'option rasuqam Taux d'intérêt rasuqam Option exotique (Finances) rasuqam Volatilité (Finances) rasuqam Cours du marché rasuqam Processus de Lévy rasuqam Méthode de simulation rasuqam Modèle mathématique rasuqam Mathématique financière rasuqam Instrument dérivé (Finances) rasuqam Lévy-Prozess swd Black-Scholes-Modell swd Derivat <Wertpapier> swd Mathematisches Modell Derivative securities / Prices / Mathematical models Lévy processes Preisbildung (DE-588)4047103-2 gnd Lévy-Prozess (DE-588)4463623-4 gnd Kreditmarkt (DE-588)4073788-3 gnd |
| topic_facet | Statistics for finance, business and economics Instruments dérivés (Finances) / Prix / Modèles mathématiques Lévy, Processus de Derivative securities / Prices / Mathematical models Lévy processes Stochastische processen Derivaten (financiën) Portfolio-theorie Prix de l'option Taux d'intérêt Option exotique (Finances) Volatilité (Finances) Cours du marché Processus de Lévy Méthode de simulation Modèle mathématique Mathématique financière Instrument dérivé (Finances) Lévy-Prozess Black-Scholes-Modell Derivat <Wertpapier> Mathematisches Modell Preisbildung Kreditmarkt |
| url | https://onlinelibrary.wiley.com/doi/book/10.1002/0470870230 |
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