Rough volatility:
Gespeichert in:
| Weitere Verfasser: | , , , , , |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Philadelphia
SIAM Society for Industrial and Applied Mathematics
[2024]
|
| Schriftenreihe: | Financial mathematics
|
| Online-Zugang: | DE-91 DE-20 DE-29 Volltext |
| Beschreibung: | 1 Online-Ressource (xxviii, 263 Seiten) Diagramme |
| ISBN: | 9781611977783 |
| DOI: | 10.1137/1.9781611977783 |
Internformat
MARC
| LEADER | 00000nam a2200000 c 4500 | ||
|---|---|---|---|
| 001 | BV049475846 | ||
| 003 | DE-604 | ||
| 005 | 20250110 | ||
| 007 | cr|uuu---uuuuu | ||
| 008 | 231220s2024 xx |||| o|||| 00||| eng d | ||
| 020 | |a 9781611977783 |c Online |9 978-1-61197-778-3 | ||
| 024 | 7 | |a 10.1137/1.9781611977783 |2 doi | |
| 035 | |a (OCoLC)1416404663 | ||
| 035 | |a (DE-599)BVBBV049475846 | ||
| 040 | |a DE-604 |b ger |e rda | ||
| 041 | 0 | |a eng | |
| 049 | |a DE-83 |a DE-11 |a DE-29 |a DE-91 |a DE-20 | ||
| 084 | |a 91G20 |2 msc/2020 | ||
| 084 | |a 60-06 |2 msc/2020 | ||
| 084 | |a 91-06 |2 msc/2020 | ||
| 100 | 1 | |a Bayer, Christian |d 1979- |0 (DE-588)1017122695 |4 edt | |
| 245 | 1 | 0 | |a Rough volatility |c edited by Christian Bayer (Weierstrass Institute for Applied Analysis and Stochastics, Berlin, Germany), Peter K. Friz (Technische Universität Berlin and Weierstrass Institut for Applied Analysis and Stochastics, Berlin, Germany), Masaaki Fukasawa (Osaka University, Osaka, Japan), Jim Gatheral (Baruch College, CUNY, New York, USA), Antoine Jacquier (Imperial College London, London, England), Mathieu Rosenbaum (École Polytechnique, Paris, France) |
| 264 | 1 | |a Philadelphia |b SIAM Society for Industrial and Applied Mathematics |c [2024] | |
| 264 | 4 | |c © 2024 | |
| 300 | |a 1 Online-Ressource (xxviii, 263 Seiten) |b Diagramme | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b c |2 rdamedia | ||
| 338 | |b cr |2 rdacarrier | ||
| 490 | 0 | |a Financial mathematics | |
| 700 | 1 | |a Friz, Peter K. |d 1974- |0 (DE-588)14055839X |4 edt | |
| 700 | 1 | |a Fukasawa, Masaaki |0 (DE-588)1314193783 |4 edt | |
| 700 | 1 | |a Gatheral, Jim |d 1957- |0 (DE-588)17386113X |4 edt | |
| 700 | 1 | |a Jacquier, Antoine |0 (DE-588)1293423963 |4 edt | |
| 700 | 1 | |a Rosenbaum, Mathieu |0 (DE-588)1065482760 |4 edt | |
| 776 | 0 | 8 | |i Erscheint auch als |n Druck-Ausgabe |z 978-1-61197-777-6 |
| 856 | 4 | 0 | |u https://doi.org/10.1137/1.9781611977783 |x Verlag |z URL des Erstveröffentlichers |3 Volltext |
| 912 | |a ZDB-72-SIA | ||
| 943 | 1 | |a oai:aleph.bib-bvb.de:BVB01-034821367 | |
| 966 | e | |u https://doi.org/10.1137/1.9781611977783 |l DE-91 |p ZDB-72-SIA |q TUM_Paketkauf_2023 |x Verlag |3 Volltext | |
| 966 | e | |u https://doi.org/10.1137/1.9781611977783 |l DE-20 |p ZDB-72-SIA |q UBW_Paketkauf |x Verlag |3 Volltext | |
| 966 | e | |u https://doi.org/10.1137/1.9781611977783 |l DE-29 |p ZDB-72-SIA |q UER_Paketkauf_2024 |x Verlag |3 Volltext | |
Datensatz im Suchindex
| _version_ | 1820860621161234432 |
|---|---|
| adam_text | |
| adam_txt | |
| any_adam_object | |
| any_adam_object_boolean | |
| author2 | Bayer, Christian 1979- Friz, Peter K. 1974- Fukasawa, Masaaki Gatheral, Jim 1957- Jacquier, Antoine Rosenbaum, Mathieu |
| author2_role | edt edt edt edt edt edt |
| author2_variant | c b cb p k f pk pkf m f mf j g jg a j aj m r mr |
| author_GND | (DE-588)1017122695 (DE-588)14055839X (DE-588)1314193783 (DE-588)17386113X (DE-588)1293423963 (DE-588)1065482760 |
| author_facet | Bayer, Christian 1979- Friz, Peter K. 1974- Fukasawa, Masaaki Gatheral, Jim 1957- Jacquier, Antoine Rosenbaum, Mathieu |
| building | Verbundindex |
| bvnumber | BV049475846 |
| collection | ZDB-72-SIA |
| ctrlnum | (OCoLC)1416404663 (DE-599)BVBBV049475846 |
| doi_str_mv | 10.1137/1.9781611977783 |
| format | Electronic eBook |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>00000nam a2200000 c 4500</leader><controlfield tag="001">BV049475846</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20250110</controlfield><controlfield tag="007">cr|uuu---uuuuu</controlfield><controlfield tag="008">231220s2024 xx |||| o|||| 00||| eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9781611977783</subfield><subfield code="c">Online</subfield><subfield code="9">978-1-61197-778-3</subfield></datafield><datafield tag="024" ind1="7" ind2=" "><subfield code="a">10.1137/1.9781611977783</subfield><subfield code="2">doi</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)1416404663</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV049475846</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><subfield code="a">DE-11</subfield><subfield code="a">DE-29</subfield><subfield code="a">DE-91</subfield><subfield code="a">DE-20</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">91G20</subfield><subfield code="2">msc/2020</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">60-06</subfield><subfield code="2">msc/2020</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">91-06</subfield><subfield code="2">msc/2020</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Bayer, Christian</subfield><subfield code="d">1979-</subfield><subfield code="0">(DE-588)1017122695</subfield><subfield code="4">edt</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Rough volatility</subfield><subfield code="c">edited by Christian Bayer (Weierstrass Institute for Applied Analysis and Stochastics, Berlin, Germany), Peter K. Friz (Technische Universität Berlin and Weierstrass Institut for Applied Analysis and Stochastics, Berlin, Germany), Masaaki Fukasawa (Osaka University, Osaka, Japan), Jim Gatheral (Baruch College, CUNY, New York, USA), Antoine Jacquier (Imperial College London, London, England), Mathieu Rosenbaum (École Polytechnique, Paris, France)</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Philadelphia</subfield><subfield code="b">SIAM Society for Industrial and Applied Mathematics</subfield><subfield code="c">[2024]</subfield></datafield><datafield tag="264" ind1=" " ind2="4"><subfield code="c">© 2024</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">1 Online-Ressource (xxviii, 263 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">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">Financial mathematics</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Friz, Peter K.</subfield><subfield code="d">1974-</subfield><subfield code="0">(DE-588)14055839X</subfield><subfield code="4">edt</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Fukasawa, Masaaki</subfield><subfield code="0">(DE-588)1314193783</subfield><subfield code="4">edt</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Gatheral, Jim</subfield><subfield code="d">1957-</subfield><subfield code="0">(DE-588)17386113X</subfield><subfield code="4">edt</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Jacquier, Antoine</subfield><subfield code="0">(DE-588)1293423963</subfield><subfield code="4">edt</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Rosenbaum, Mathieu</subfield><subfield code="0">(DE-588)1065482760</subfield><subfield code="4">edt</subfield></datafield><datafield tag="776" ind1="0" ind2="8"><subfield code="i">Erscheint auch als</subfield><subfield code="n">Druck-Ausgabe</subfield><subfield code="z">978-1-61197-777-6</subfield></datafield><datafield tag="856" ind1="4" ind2="0"><subfield code="u">https://doi.org/10.1137/1.9781611977783</subfield><subfield code="x">Verlag</subfield><subfield code="z">URL des Erstveröffentlichers</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">ZDB-72-SIA</subfield></datafield><datafield tag="943" ind1="1" ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-034821367</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1137/1.9781611977783</subfield><subfield code="l">DE-91</subfield><subfield code="p">ZDB-72-SIA</subfield><subfield code="q">TUM_Paketkauf_2023</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1137/1.9781611977783</subfield><subfield code="l">DE-20</subfield><subfield code="p">ZDB-72-SIA</subfield><subfield code="q">UBW_Paketkauf</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1137/1.9781611977783</subfield><subfield code="l">DE-29</subfield><subfield code="p">ZDB-72-SIA</subfield><subfield code="q">UER_Paketkauf_2024</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield></record></collection> |
| id | DE-604.BV049475846 |
| illustrated | Not Illustrated |
| index_date | 2024-07-03T23:17:24Z |
| indexdate | 2025-01-10T11:20:07Z |
| institution | BVB |
| isbn | 9781611977783 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-034821367 |
| oclc_num | 1416404663 |
| open_access_boolean | |
| owner | DE-83 DE-11 DE-29 DE-91 DE-BY-TUM DE-20 |
| owner_facet | DE-83 DE-11 DE-29 DE-91 DE-BY-TUM DE-20 |
| physical | 1 Online-Ressource (xxviii, 263 Seiten) Diagramme |
| psigel | ZDB-72-SIA ZDB-72-SIA TUM_Paketkauf_2023 ZDB-72-SIA UBW_Paketkauf ZDB-72-SIA UER_Paketkauf_2024 |
| publishDate | 2024 |
| publishDateSearch | 2024 |
| publishDateSort | 2024 |
| publisher | SIAM Society for Industrial and Applied Mathematics |
| record_format | marc |
| series2 | Financial mathematics |
| spelling | Bayer, Christian 1979- (DE-588)1017122695 edt Rough volatility edited by Christian Bayer (Weierstrass Institute for Applied Analysis and Stochastics, Berlin, Germany), Peter K. Friz (Technische Universität Berlin and Weierstrass Institut for Applied Analysis and Stochastics, Berlin, Germany), Masaaki Fukasawa (Osaka University, Osaka, Japan), Jim Gatheral (Baruch College, CUNY, New York, USA), Antoine Jacquier (Imperial College London, London, England), Mathieu Rosenbaum (École Polytechnique, Paris, France) Philadelphia SIAM Society for Industrial and Applied Mathematics [2024] © 2024 1 Online-Ressource (xxviii, 263 Seiten) Diagramme txt rdacontent c rdamedia cr rdacarrier Financial mathematics Friz, Peter K. 1974- (DE-588)14055839X edt Fukasawa, Masaaki (DE-588)1314193783 edt Gatheral, Jim 1957- (DE-588)17386113X edt Jacquier, Antoine (DE-588)1293423963 edt Rosenbaum, Mathieu (DE-588)1065482760 edt Erscheint auch als Druck-Ausgabe 978-1-61197-777-6 https://doi.org/10.1137/1.9781611977783 Verlag URL des Erstveröffentlichers Volltext |
| spellingShingle | Rough volatility |
| title | Rough volatility |
| title_auth | Rough volatility |
| title_exact_search | Rough volatility |
| title_exact_search_txtP | Rough volatility |
| title_full | Rough volatility edited by Christian Bayer (Weierstrass Institute for Applied Analysis and Stochastics, Berlin, Germany), Peter K. Friz (Technische Universität Berlin and Weierstrass Institut for Applied Analysis and Stochastics, Berlin, Germany), Masaaki Fukasawa (Osaka University, Osaka, Japan), Jim Gatheral (Baruch College, CUNY, New York, USA), Antoine Jacquier (Imperial College London, London, England), Mathieu Rosenbaum (École Polytechnique, Paris, France) |
| title_fullStr | Rough volatility edited by Christian Bayer (Weierstrass Institute for Applied Analysis and Stochastics, Berlin, Germany), Peter K. Friz (Technische Universität Berlin and Weierstrass Institut for Applied Analysis and Stochastics, Berlin, Germany), Masaaki Fukasawa (Osaka University, Osaka, Japan), Jim Gatheral (Baruch College, CUNY, New York, USA), Antoine Jacquier (Imperial College London, London, England), Mathieu Rosenbaum (École Polytechnique, Paris, France) |
| title_full_unstemmed | Rough volatility edited by Christian Bayer (Weierstrass Institute for Applied Analysis and Stochastics, Berlin, Germany), Peter K. Friz (Technische Universität Berlin and Weierstrass Institut for Applied Analysis and Stochastics, Berlin, Germany), Masaaki Fukasawa (Osaka University, Osaka, Japan), Jim Gatheral (Baruch College, CUNY, New York, USA), Antoine Jacquier (Imperial College London, London, England), Mathieu Rosenbaum (École Polytechnique, Paris, France) |
| title_short | Rough volatility |
| title_sort | rough volatility |
| url | https://doi.org/10.1137/1.9781611977783 |
| work_keys_str_mv | AT bayerchristian roughvolatility AT frizpeterk roughvolatility AT fukasawamasaaki roughvolatility AT gatheraljim roughvolatility AT jacquierantoine roughvolatility AT rosenbaummathieu roughvolatility |