Rough volatility models: Monte Carlo, asymptotics and deep calibration
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Abschlussarbeit Buch |
| Sprache: | English |
| Veröffentlicht: |
Berlin
2019
|
| Schlagworte: | |
| Online-Zugang: | kostenfrei |
| Beschreibung: | Enthält 3 Sonderabdrucke aus verschiedenen Zeitschriften |
| Beschreibung: | xii, 99 Seiten Diagramme |
| DOI: | 10.14279/depositonce-8422 |
Internformat
MARC
| LEADER | 00000nam a2200000 c 4500 | ||
|---|---|---|---|
| 001 | BV046739991 | ||
| 003 | DE-604 | ||
| 005 | 00000000000000.0 | ||
| 007 | t | ||
| 008 | 200528s2019 |||| m||| 00||| eng d | ||
| 035 | |a (OCoLC)1164616185 | ||
| 035 | |a (DE-599)BVBBV046739991 | ||
| 040 | |a DE-604 |b ger |e rda | ||
| 041 | 0 | |a eng | |
| 049 | |a DE-83 | ||
| 100 | 1 | |a Stemper, Benjamin Marco |e Verfasser |0 (DE-588)1211114058 |4 aut | |
| 245 | 1 | 0 | |a Rough volatility models |b Monte Carlo, asymptotics and deep calibration |c vorgelegt von M. Sc. Benjamin Marco Stemper |
| 264 | 1 | |a Berlin |c 2019 | |
| 300 | |a xii, 99 Seiten |b Diagramme | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 500 | |a Enthält 3 Sonderabdrucke aus verschiedenen Zeitschriften | ||
| 502 | |b Dissertation |c Technische Universität Berlin |d 2019 | ||
| 655 | 7 | |0 (DE-588)4113937-9 |a Hochschulschrift |2 gnd-content | |
| 776 | 0 | 8 | |i Erscheint auch als |n Online-Ausgabe |o 10.14279/depositonce-8422 |w (DE-604)BV046740002 |
| 856 | 4 | 1 | |u https://doi.org/10.14279/depositonce-8422 |x Resolving-System |z kostenfrei |3 Volltext |
| 912 | |a ebook | ||
| 999 | |a oai:aleph.bib-bvb.de:BVB01-032149922 | ||
Datensatz im Suchindex
| _version_ | 1804181491642531840 |
|---|---|
| adam_txt | |
| any_adam_object | |
| any_adam_object_boolean | |
| author | Stemper, Benjamin Marco |
| author_GND | (DE-588)1211114058 |
| author_facet | Stemper, Benjamin Marco |
| author_role | aut |
| author_sort | Stemper, Benjamin Marco |
| author_variant | b m s bm bms |
| building | Verbundindex |
| bvnumber | BV046739991 |
| collection | ebook |
| ctrlnum | (OCoLC)1164616185 (DE-599)BVBBV046739991 |
| doi_str_mv | 10.14279/depositonce-8422 |
| format | Thesis Book |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>01161nam a2200313 c 4500</leader><controlfield tag="001">BV046739991</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">00000000000000.0</controlfield><controlfield tag="007">t</controlfield><controlfield tag="008">200528s2019 |||| m||| 00||| eng d</controlfield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)1164616185</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV046739991</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-83</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Stemper, Benjamin Marco</subfield><subfield code="e">Verfasser</subfield><subfield code="0">(DE-588)1211114058</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Rough volatility models</subfield><subfield code="b">Monte Carlo, asymptotics and deep calibration</subfield><subfield code="c">vorgelegt von M. Sc. Benjamin Marco Stemper</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Berlin</subfield><subfield code="c">2019</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">xii, 99 Seiten</subfield><subfield code="b">Diagramme</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">Enthält 3 Sonderabdrucke aus verschiedenen Zeitschriften</subfield></datafield><datafield tag="502" ind1=" " ind2=" "><subfield code="b">Dissertation</subfield><subfield code="c">Technische Universität Berlin</subfield><subfield code="d">2019</subfield></datafield><datafield tag="655" ind1=" " ind2="7"><subfield code="0">(DE-588)4113937-9</subfield><subfield code="a">Hochschulschrift</subfield><subfield code="2">gnd-content</subfield></datafield><datafield tag="776" ind1="0" ind2="8"><subfield code="i">Erscheint auch als</subfield><subfield code="n">Online-Ausgabe</subfield><subfield code="o">10.14279/depositonce-8422</subfield><subfield code="w">(DE-604)BV046740002</subfield></datafield><datafield tag="856" ind1="4" ind2="1"><subfield code="u">https://doi.org/10.14279/depositonce-8422</subfield><subfield code="x">Resolving-System</subfield><subfield code="z">kostenfrei</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">ebook</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-032149922</subfield></datafield></record></collection> |
| genre | (DE-588)4113937-9 Hochschulschrift gnd-content |
| genre_facet | Hochschulschrift |
| id | DE-604.BV046739991 |
| illustrated | Not Illustrated |
| index_date | 2024-07-03T14:39:04Z |
| indexdate | 2024-07-10T08:52:30Z |
| institution | BVB |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-032149922 |
| oclc_num | 1164616185 |
| open_access_boolean | 1 |
| owner | DE-83 |
| owner_facet | DE-83 |
| physical | xii, 99 Seiten Diagramme |
| psigel | ebook |
| publishDate | 2019 |
| publishDateSearch | 2019 |
| publishDateSort | 2019 |
| record_format | marc |
| spelling | Stemper, Benjamin Marco Verfasser (DE-588)1211114058 aut Rough volatility models Monte Carlo, asymptotics and deep calibration vorgelegt von M. Sc. Benjamin Marco Stemper Berlin 2019 xii, 99 Seiten Diagramme txt rdacontent n rdamedia nc rdacarrier Enthält 3 Sonderabdrucke aus verschiedenen Zeitschriften Dissertation Technische Universität Berlin 2019 (DE-588)4113937-9 Hochschulschrift gnd-content Erscheint auch als Online-Ausgabe 10.14279/depositonce-8422 (DE-604)BV046740002 https://doi.org/10.14279/depositonce-8422 Resolving-System kostenfrei Volltext |
| spellingShingle | Stemper, Benjamin Marco Rough volatility models Monte Carlo, asymptotics and deep calibration |
| subject_GND | (DE-588)4113937-9 |
| title | Rough volatility models Monte Carlo, asymptotics and deep calibration |
| title_auth | Rough volatility models Monte Carlo, asymptotics and deep calibration |
| title_exact_search | Rough volatility models Monte Carlo, asymptotics and deep calibration |
| title_exact_search_txtP | Rough volatility models Monte Carlo, asymptotics and deep calibration |
| title_full | Rough volatility models Monte Carlo, asymptotics and deep calibration vorgelegt von M. Sc. Benjamin Marco Stemper |
| title_fullStr | Rough volatility models Monte Carlo, asymptotics and deep calibration vorgelegt von M. Sc. Benjamin Marco Stemper |
| title_full_unstemmed | Rough volatility models Monte Carlo, asymptotics and deep calibration vorgelegt von M. Sc. Benjamin Marco Stemper |
| title_short | Rough volatility models |
| title_sort | rough volatility models monte carlo asymptotics and deep calibration |
| title_sub | Monte Carlo, asymptotics and deep calibration |
| topic_facet | Hochschulschrift |
| url | https://doi.org/10.14279/depositonce-8422 |
| work_keys_str_mv | AT stemperbenjaminmarco roughvolatilitymodelsmontecarloasymptoticsanddeepcalibration |