Financial engineering: selected works of Alexander Lipton
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
New Jersey
World Scientific
[2018]
|
| Ausgabe: | 1 Edition |
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | Includes bibliographical references and index |
| ISBN: | 9789813209152 |
Internformat
MARC
| LEADER | 00000nam a2200000 c 4500 | ||
|---|---|---|---|
| 001 | BV044929832 | ||
| 003 | DE-604 | ||
| 005 | 20181029 | ||
| 007 | t | ||
| 008 | 180504s2018 xxu |||| 00||| eng d | ||
| 010 | |a 017045439 | ||
| 020 | |a 9789813209152 |c hardback |9 978-981-3209-15-2 | ||
| 035 | |a (OCoLC)1012916598 | ||
| 035 | |a (DE-599)BVBBV044929832 | ||
| 040 | |a DE-604 |b ger |e rda | ||
| 041 | 0 | |a eng | |
| 044 | |a xxu |c US | ||
| 049 | |a DE-11 | ||
| 050 | 0 | |a HG176.7 | |
| 082 | 0 | |a 332.01 |2 23 | |
| 084 | |a QB 910 |0 (DE-625)141231: |2 rvk | ||
| 100 | 1 | |a Lipton, Alexander |0 (DE-588)1168499879 |4 aut | |
| 245 | 1 | 0 | |a Financial engineering |b selected works of Alexander Lipton |c Alexander Lipton (MIT Connection Science, USA) |
| 250 | |a 1 Edition | ||
| 264 | 1 | |a New Jersey |b World Scientific |c [2018] | |
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 500 | |a Includes bibliographical references and index | ||
| 650 | 4 | |a Financial engineering | |
| 650 | 0 | 7 | |a Financial Engineering |0 (DE-588)4208404-0 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Kreditmarkt |0 (DE-588)4073788-3 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Finanzmathematik |0 (DE-588)4017195-4 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Kapitalmarkt |0 (DE-588)4029578-3 |2 gnd |9 rswk-swf |
| 655 | 7 | |0 (DE-588)4143413-4 |a Aufsatzsammlung |2 gnd-content | |
| 689 | 0 | 0 | |a Financial Engineering |0 (DE-588)4208404-0 |D s |
| 689 | 0 | 1 | |a Kreditmarkt |0 (DE-588)4073788-3 |D s |
| 689 | 0 | 2 | |a Kapitalmarkt |0 (DE-588)4029578-3 |D s |
| 689 | 0 | 3 | |a Finanzmathematik |0 (DE-588)4017195-4 |D s |
| 689 | 0 | |5 DE-604 | |
| 856 | 4 | 2 | |m LoC Fremddatenuebernahme |q application/pdf |u http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=030322917&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |3 Inhaltsverzeichnis |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-030322917 | ||
Datensatz im Suchindex
| _version_ | 1804178504949956608 |
|---|---|
| adam_text | FINANCIAL ENGINEERING
/ LIPTON, ALEXANDERYYEAUTHOR
: 2018
TABLE OF CONTENTS / INHALTSVERZEICHNIS
PREFACE
EXOTIC OPTIONS
PASSPORT TO SUCCESS / HYER, LIPTON, PUGACHEVSKY
SIMILARITIES VIA SELF-SIMILARITIES / LIPTON
PREDICTABILITY AND UNPREDICTABILITY IN FINANCIAL MARKETS / LIPTON
UNIVERSAL BARRIERS / LIPTON, MCGHEE
PRICING OF VANILLA AND FIRST GENERATION EXOTIC OPTIONS / LIPTON, GAL,
LASIS
VOLATILITY SMILE
BLACK-SCHOLES GOES HYPERGEOMETRIC / ALBANESE, CAMPOLIETI, CARR, LIPTON
THE REDUCTION METHOD FOR VALUING DERIVATIVE SECURITIES / CARR, LIPTON,
MADAN
ASSETS WITH JUMPS / LIPTON
THE VOL SMILE PROBLEM / LIPTON
STOCHASTIC VOLATILITY MODELS AND KELVIN WAVES / LIPTON, SEPP
FILLING THE GAPS / LIPTON, SEPP
ASYMTOTICS FOR EXPONENTIAL LEVY PROCESSES AND THEIR VOLATILITY SMILE /
ANDERSEN, LIPTON
PIECEWISE CONSTANT BACHELIER AND BLACK SCHOLES EQUATIONS / LIPTON
CREDIT RISK
DYNAMIC CREDIT MODELS / INGLIS, LIPTON, SAVESCU, SEPP
CREDIT VALUE ADJUSTMENT FOR CREDIT DEFAULT SWAPS / LIPTON, SEPP
CREDIT DEFAULT SWAPS WITH AND WITHOUT COUNTERPARTY AND COLLATERAL
ADJUSTMENTS / LIPTON, SHELTON
PRICING CREDIT DEFAULT SWAPS WITH BILATERAL VALUE ADJUSTMENTS / LIPTON,
SAVESCU
MONEY AND MARKETS
TRADING STRATEGIES VIA BOOK IMBALANCE / LIPTON, PESAVENTO, SOTIROPOULOS
STRUCTURAL DEFAULT MODEL WITH MUTUAL OBLIGATIONS / ITKIN, LIPTON
MODERN MONETARY CIRCUIT THEORY / LIPTON
DIESES SCHRIFTSTUECK WURDE MASCHINELL ERZEUGT.
|
| any_adam_object | 1 |
| author | Lipton, Alexander |
| author_GND | (DE-588)1168499879 |
| author_facet | Lipton, Alexander |
| author_role | aut |
| author_sort | Lipton, Alexander |
| author_variant | a l al |
| building | Verbundindex |
| bvnumber | BV044929832 |
| callnumber-first | H - Social Science |
| callnumber-label | HG176 |
| callnumber-raw | HG176.7 |
| callnumber-search | HG176.7 |
| callnumber-sort | HG 3176.7 |
| callnumber-subject | HG - Finance |
| classification_rvk | QB 910 |
| ctrlnum | (OCoLC)1012916598 (DE-599)BVBBV044929832 |
| dewey-full | 332.01 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.01 |
| dewey-search | 332.01 |
| dewey-sort | 3332.01 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| edition | 1 Edition |
| format | Book |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>01840nam a2200469 c 4500</leader><controlfield tag="001">BV044929832</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20181029 </controlfield><controlfield tag="007">t</controlfield><controlfield tag="008">180504s2018 xxu |||| 00||| eng d</controlfield><datafield tag="010" ind1=" " ind2=" "><subfield code="a">017045439</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9789813209152</subfield><subfield code="c">hardback</subfield><subfield code="9">978-981-3209-15-2</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)1012916598</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV044929832</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="044" ind1=" " ind2=" "><subfield code="a">xxu</subfield><subfield code="c">US</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-11</subfield></datafield><datafield tag="050" ind1=" " ind2="0"><subfield code="a">HG176.7</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">332.01</subfield><subfield code="2">23</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QB 910</subfield><subfield code="0">(DE-625)141231:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Lipton, Alexander</subfield><subfield code="0">(DE-588)1168499879</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Financial engineering</subfield><subfield code="b">selected works of Alexander Lipton</subfield><subfield code="c">Alexander Lipton (MIT Connection Science, USA)</subfield></datafield><datafield tag="250" ind1=" " ind2=" "><subfield code="a">1 Edition</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">New Jersey</subfield><subfield code="b">World Scientific</subfield><subfield code="c">[2018]</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">n</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">nc</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="500" ind1=" " ind2=" "><subfield code="a">Includes bibliographical references and index</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Financial engineering</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Financial Engineering</subfield><subfield code="0">(DE-588)4208404-0</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Kreditmarkt</subfield><subfield code="0">(DE-588)4073788-3</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">Kapitalmarkt</subfield><subfield code="0">(DE-588)4029578-3</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="655" ind1=" " ind2="7"><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">Financial Engineering</subfield><subfield code="0">(DE-588)4208404-0</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="1"><subfield code="a">Kreditmarkt</subfield><subfield code="0">(DE-588)4073788-3</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="2"><subfield code="a">Kapitalmarkt</subfield><subfield code="0">(DE-588)4029578-3</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="3"><subfield code="a">Finanzmathematik</subfield><subfield code="0">(DE-588)4017195-4</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="5">DE-604</subfield></datafield><datafield tag="856" ind1="4" ind2="2"><subfield code="m">LoC 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=030322917&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA</subfield><subfield code="3">Inhaltsverzeichnis</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-030322917</subfield></datafield></record></collection> |
| genre | (DE-588)4143413-4 Aufsatzsammlung gnd-content |
| genre_facet | Aufsatzsammlung |
| id | DE-604.BV044929832 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T08:05:02Z |
| institution | BVB |
| isbn | 9789813209152 |
| language | English |
| lccn | 017045439 |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-030322917 |
| oclc_num | 1012916598 |
| open_access_boolean | |
| owner | DE-11 |
| owner_facet | DE-11 |
| publishDate | 2018 |
| publishDateSearch | 2018 |
| publishDateSort | 2018 |
| publisher | World Scientific |
| record_format | marc |
| spelling | Lipton, Alexander (DE-588)1168499879 aut Financial engineering selected works of Alexander Lipton Alexander Lipton (MIT Connection Science, USA) 1 Edition New Jersey World Scientific [2018] txt rdacontent n rdamedia nc rdacarrier Includes bibliographical references and index Financial engineering Financial Engineering (DE-588)4208404-0 gnd rswk-swf Kreditmarkt (DE-588)4073788-3 gnd rswk-swf Finanzmathematik (DE-588)4017195-4 gnd rswk-swf Kapitalmarkt (DE-588)4029578-3 gnd rswk-swf (DE-588)4143413-4 Aufsatzsammlung gnd-content Financial Engineering (DE-588)4208404-0 s Kreditmarkt (DE-588)4073788-3 s Kapitalmarkt (DE-588)4029578-3 s Finanzmathematik (DE-588)4017195-4 s DE-604 LoC Fremddatenuebernahme application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=030322917&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Lipton, Alexander Financial engineering selected works of Alexander Lipton Financial engineering Financial Engineering (DE-588)4208404-0 gnd Kreditmarkt (DE-588)4073788-3 gnd Finanzmathematik (DE-588)4017195-4 gnd Kapitalmarkt (DE-588)4029578-3 gnd |
| subject_GND | (DE-588)4208404-0 (DE-588)4073788-3 (DE-588)4017195-4 (DE-588)4029578-3 (DE-588)4143413-4 |
| title | Financial engineering selected works of Alexander Lipton |
| title_auth | Financial engineering selected works of Alexander Lipton |
| title_exact_search | Financial engineering selected works of Alexander Lipton |
| title_full | Financial engineering selected works of Alexander Lipton Alexander Lipton (MIT Connection Science, USA) |
| title_fullStr | Financial engineering selected works of Alexander Lipton Alexander Lipton (MIT Connection Science, USA) |
| title_full_unstemmed | Financial engineering selected works of Alexander Lipton Alexander Lipton (MIT Connection Science, USA) |
| title_short | Financial engineering |
| title_sort | financial engineering selected works of alexander lipton |
| title_sub | selected works of Alexander Lipton |
| topic | Financial engineering Financial Engineering (DE-588)4208404-0 gnd Kreditmarkt (DE-588)4073788-3 gnd Finanzmathematik (DE-588)4017195-4 gnd Kapitalmarkt (DE-588)4029578-3 gnd |
| topic_facet | Financial engineering Financial Engineering Kreditmarkt Finanzmathematik Kapitalmarkt Aufsatzsammlung |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=030322917&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| work_keys_str_mv | AT liptonalexander financialengineeringselectedworksofalexanderlipton |