Rough Volatility:
Gespeichert in:
| Weitere Verfasser: | , , , , , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Philadelphia
SIAM Society for Industrial and Applied Mathematics
[2024]
|
| Beschreibung: | xxviii, 263 Seiten Diagramme |
| ISBN: | 9781611977776 |
Internformat
MARC
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| 020 | |a 9781611977776 |9 978-1-61197-777-6 | ||
| 035 | |a (OCoLC)1424568747 | ||
| 035 | |a (DE-599)BVBBV049475974 | ||
| 040 | |a DE-604 |b ger |e rda | ||
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| 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 und 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 xxviii, 263 Seiten |b Diagramme | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 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 Online-Ausgabe |z 978-1-61197-778-3 |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-034821490 | ||
Datensatz im Suchindex
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| id | DE-604.BV049475974 |
| illustrated | Not Illustrated |
| index_date | 2024-07-03T23:17:26Z |
| indexdate | 2024-07-10T10:08:20Z |
| institution | BVB |
| isbn | 9781611977776 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-034821490 |
| oclc_num | 1424568747 |
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| physical | xxviii, 263 Seiten Diagramme |
| publishDate | 2024 |
| publishDateSearch | 2024 |
| publishDateSort | 2024 |
| publisher | SIAM Society for Industrial and Applied Mathematics |
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| 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 und 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 xxviii, 263 Seiten Diagramme txt rdacontent n rdamedia nc rdacarrier 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 Online-Ausgabe 978-1-61197-778-3 |
| 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 und 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 und 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 und 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 |
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