Stochastic volatility: selected readings
Saved in:
| Format: | Electronic eBook |
|---|---|
| Language: | English |
| Published: |
Oxford
Oxford University Press
c2005
|
| Series: | Advanced texts in econometrics
|
| Subjects: | |
| Item Description: | Includes bibliographical references and indexes |
| Physical Description: | viii, 525 p. |
| ISBN: | 9780199257195 |
Staff View
MARC
| LEADER | 00000nmm a2200000zc 4500 | ||
|---|---|---|---|
| 001 | BV044134179 | ||
| 003 | DE-604 | ||
| 005 | 00000000000000.0 | ||
| 007 | cr|uuu---uuuuu | ||
| 008 | 170217s2005 |||| o||u| ||||||eng d | ||
| 020 | |a 9780199257195 |9 978-0-19-925719-5 | ||
| 035 | |a (ZDB-30-PAD)EBC422944 | ||
| 035 | |a (ZDB-89-EBL)EBL422944 | ||
| 035 | |a (OCoLC)132690934 | ||
| 035 | |a (DE-599)BVBBV044134179 | ||
| 040 | |a DE-604 |b ger |e aacr | ||
| 041 | 0 | |a eng | |
| 082 | 0 | |a 519.2/3 |2 22 | |
| 084 | |a QH 300 |0 (DE-625)141566: |2 rvk | ||
| 245 | 1 | 0 | |a Stochastic volatility |b selected readings |c edited by Neil Shephard |
| 264 | 1 | |a Oxford |b Oxford University Press |c c2005 | |
| 300 | |a viii, 525 p. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b c |2 rdamedia | ||
| 338 | |b cr |2 rdacarrier | ||
| 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 | |
| 650 | 0 | 7 | |a Stochastisches Modell |0 (DE-588)4057633-4 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Volatilität |0 (DE-588)4268390-7 |2 gnd |9 rswk-swf |
| 655 | 7 | |8 1\p |0 (DE-588)4143413-4 |a Aufsatzsammlung |2 gnd-content | |
| 689 | 0 | 0 | |a Stochastisches Modell |0 (DE-588)4057633-4 |D s |
| 689 | 0 | 1 | |a Volatilität |0 (DE-588)4268390-7 |D s |
| 689 | 0 | |8 2\p |5 DE-604 | |
| 700 | 1 | |a Shephard, Neil |e Sonstige |4 oth | |
| 776 | 0 | 8 | |i Erscheint auch als |n Druck-Ausgabe, Hardcover |z 0-19-925719-1 |
| 776 | 0 | 8 | |i Erscheint auch als |n Druck-Ausgabe, Paperback |z 0-19-925720-5 |
| 912 | |a ZDB-30-PAD |a ZDB-30-PBE | ||
| 999 | |a oai:aleph.bib-bvb.de:BVB01-029541024 | ||
| 883 | 1 | |8 1\p |a cgwrk |d 20201028 |q DE-101 |u https://d-nb.info/provenance/plan#cgwrk | |
| 883 | 1 | |8 2\p |a cgwrk |d 20201028 |q DE-101 |u https://d-nb.info/provenance/plan#cgwrk | |
Record in the Search Index
| _version_ | 1804177225083256832 |
|---|---|
| any_adam_object | |
| building | Verbundindex |
| bvnumber | BV044134179 |
| classification_rvk | QH 300 |
| collection | ZDB-30-PAD ZDB-30-PBE |
| 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 |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>02009nmm a2200517zc 4500</leader><controlfield tag="001">BV044134179</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">00000000000000.0</controlfield><controlfield tag="007">cr|uuu---uuuuu</controlfield><controlfield tag="008">170217s2005 |||| o||u| ||||||eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9780199257195</subfield><subfield code="9">978-0-19-925719-5</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(ZDB-30-PAD)EBC422944</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(ZDB-89-EBL)EBL422944</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)132690934</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV044134179</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">aacr</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">519.2/3</subfield><subfield code="2">22</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QH 300</subfield><subfield code="0">(DE-625)141566:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Stochastic volatility</subfield><subfield code="b">selected readings</subfield><subfield code="c">edited by Neil Shephard</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Oxford</subfield><subfield code="b">Oxford University Press</subfield><subfield code="c">c2005</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">viii, 525 p.</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">Advanced texts in econometrics</subfield></datafield><datafield tag="500" ind1=" " ind2=" "><subfield code="a">Includes bibliographical references and indexes</subfield></datafield><datafield tag="505" ind1="0" ind2=" "><subfield code="a">pt. 1. Model building -- pt. 2. Inference -- pt. 3. Option pricing -- pt. 4. Realised variation</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Mathematisches Modell</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Stochastic processes</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Finance</subfield><subfield code="x">Mathematical models</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Money market</subfield><subfield code="x">Mathematical models</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Capital market</subfield><subfield code="x">Mathematical models</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="650" ind1="0" ind2="7"><subfield code="a">Volatilität</subfield><subfield code="0">(DE-588)4268390-7</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="655" ind1=" " ind2="7"><subfield code="8">1\p</subfield><subfield code="0">(DE-588)4143413-4</subfield><subfield code="a">Aufsatzsammlung</subfield><subfield code="2">gnd-content</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">Stochastisches Modell</subfield><subfield code="0">(DE-588)4057633-4</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="1"><subfield code="a">Volatilität</subfield><subfield code="0">(DE-588)4268390-7</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="8">2\p</subfield><subfield code="5">DE-604</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Shephard, Neil</subfield><subfield code="e">Sonstige</subfield><subfield code="4">oth</subfield></datafield><datafield tag="776" ind1="0" ind2="8"><subfield code="i">Erscheint auch als</subfield><subfield code="n">Druck-Ausgabe, Hardcover</subfield><subfield code="z">0-19-925719-1</subfield></datafield><datafield tag="776" ind1="0" ind2="8"><subfield code="i">Erscheint auch als</subfield><subfield code="n">Druck-Ausgabe, Paperback</subfield><subfield code="z">0-19-925720-5</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">ZDB-30-PAD</subfield><subfield code="a">ZDB-30-PBE</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-029541024</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="883" ind1="1" ind2=" "><subfield code="8">2\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></record></collection> |
| genre | 1\p (DE-588)4143413-4 Aufsatzsammlung gnd-content |
| genre_facet | Aufsatzsammlung |
| id | DE-604.BV044134179 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T07:44:41Z |
| institution | BVB |
| isbn | 9780199257195 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-029541024 |
| oclc_num | 132690934 |
| open_access_boolean | |
| physical | viii, 525 p. |
| psigel | ZDB-30-PAD ZDB-30-PBE |
| publishDate | 2005 |
| publishDateSearch | 2005 |
| publishDateSort | 2005 |
| publisher | Oxford University Press |
| record_format | marc |
| 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 |