Stochastic volatility: selected readings
Gespeichert in:
| Format: | Elektronisch E-Book |
|---|---|
| Sprache: | English |
| Veröffentlicht: |
Oxford
Oxford University Press
c2005
|
| Schriftenreihe: | Advanced texts in econometrics
|
| Schlagworte: | |
| Beschreibung: | Includes bibliographical references and indexes |
| Beschreibung: | viii, 525 p. |
| ISBN: | 9780199257195 |
Internformat
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| 300 | |a viii, 525 p. | ||
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| 490 | 0 | |a Advanced texts in econometrics | |
| 500 | |a Includes bibliographical references and indexes | ||
| 505 | 0 | |a pt. 1. Model building -- pt. 2. Inference -- pt. 3. Option pricing -- pt. 4. Realised variation | |
| 650 | 4 | |a Mathematisches Modell | |
| 650 | 4 | |a Stochastic processes | |
| 650 | 4 | |a Finance |x Mathematical models | |
| 650 | 4 | |a Money market |x Mathematical models | |
| 650 | 4 | |a Capital market |x Mathematical models | |
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Datensatz im Suchindex
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| building | Verbundindex |
| bvnumber | BV044134179 |
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| contents | pt. 1. Model building -- pt. 2. Inference -- pt. 3. Option pricing -- pt. 4. Realised variation |
| ctrlnum | (ZDB-30-PAD)EBC422944 (ZDB-89-EBL)EBL422944 (OCoLC)132690934 (DE-599)BVBBV044134179 |
| dewey-full | 519.2/3 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 519 - Probabilities and applied mathematics |
| dewey-raw | 519.2/3 |
| dewey-search | 519.2/3 |
| dewey-sort | 3519.2 13 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik Wirtschaftswissenschaften |
| format | Electronic eBook |
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| indexdate | 2024-07-10T07:44:41Z |
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| isbn | 9780199257195 |
| language | English |
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| series2 | Advanced texts in econometrics |
| spelling | Stochastic volatility selected readings edited by Neil Shephard Oxford Oxford University Press c2005 viii, 525 p. txt rdacontent c rdamedia cr rdacarrier Advanced texts in econometrics Includes bibliographical references and indexes pt. 1. Model building -- pt. 2. Inference -- pt. 3. Option pricing -- pt. 4. Realised variation Mathematisches Modell Stochastic processes Finance Mathematical models Money market Mathematical models Capital market Mathematical models Stochastisches Modell (DE-588)4057633-4 gnd rswk-swf Volatilität (DE-588)4268390-7 gnd rswk-swf 1\p (DE-588)4143413-4 Aufsatzsammlung gnd-content Stochastisches Modell (DE-588)4057633-4 s Volatilität (DE-588)4268390-7 s 2\p DE-604 Shephard, Neil Sonstige oth Erscheint auch als Druck-Ausgabe, Hardcover 0-19-925719-1 Erscheint auch als Druck-Ausgabe, Paperback 0-19-925720-5 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 | Stochastic volatility selected readings pt. 1. Model building -- pt. 2. Inference -- pt. 3. Option pricing -- pt. 4. Realised variation Mathematisches Modell Stochastic processes Finance Mathematical models Money market Mathematical models Capital market Mathematical models Stochastisches Modell (DE-588)4057633-4 gnd Volatilität (DE-588)4268390-7 gnd |
| subject_GND | (DE-588)4057633-4 (DE-588)4268390-7 (DE-588)4143413-4 |
| title | Stochastic volatility selected readings |
| title_auth | Stochastic volatility selected readings |
| title_exact_search | Stochastic volatility selected readings |
| title_full | Stochastic volatility selected readings edited by Neil Shephard |
| title_fullStr | Stochastic volatility selected readings edited by Neil Shephard |
| title_full_unstemmed | Stochastic volatility selected readings edited by Neil Shephard |
| title_short | Stochastic volatility |
| title_sort | stochastic volatility selected readings |
| title_sub | selected readings |
| topic | Mathematisches Modell Stochastic processes Finance Mathematical models Money market Mathematical models Capital market Mathematical models Stochastisches Modell (DE-588)4057633-4 gnd Volatilität (DE-588)4268390-7 gnd |
| topic_facet | Mathematisches Modell Stochastic processes Finance Mathematical models Money market Mathematical models Capital market Mathematical models Stochastisches Modell Volatilität Aufsatzsammlung |
| work_keys_str_mv | AT shephardneil stochasticvolatilityselectedreadings |