Financial modeling under non-Gaussian distributions:
Saved in:
| Main Authors: | , , |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
London [u.a.]
Springer
2007
|
| Series: | Springer Finance : Textbook
|
| Subjects: | |
| Links: | http://deposit.dnb.de/cgi-bin/dokserv?id=2777286&prov=M&dok_var=1&dok_ext=htm http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=014846452&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| Physical Description: | XVIII, 541 S. graph. Darst. |
| ISBN: | 1846284198 9781846284199 |
Staff View
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| 245 | 1 | 0 | |a Financial modeling under non-Gaussian distributions |c Eric Jondeau, Ser-Huang Poon and Michael Rockinger |
| 264 | 1 | |a London [u.a.] |b Springer |c 2007 | |
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Record in the Search Index
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| DE-BY-TUM_location | 01 03 |
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| _version_ | 1821933179009761280 |
| adam_text | Contents
Part
1
1.1
1.2
1.3
1.4
2
2.1
2.1.1
2.1.2
2.1.3
2.2
2.2.1
2.2.2
2.2.3
2.3
2.3.1
2.3.2
2.3.3
2.3.4
2.4
2.4.1
2.4.2
2.4.3
2.5
2.5.1
2.5.2
XII
3
for Returns
3.1
3.1.1
3.1.2
3.1.3
3.2
3.2.1
3.2.2
3.3
3.3.1
3.3.2
3.4
volume
3.4.1
3.4.2
3.4.3
3.4.4
3.5
3.5.1
3.5.2
3.5.3
3.5.4
Part II Econometric Modeling of Asset Returns
4
4.1
4.2
4.2.1
4.2.2
4.2.3
4.2.4
4.2.5
4.3
4.3.1
4.3.2
4.3.3
4.3.4
4.3.5
4.3.6
4.4
4.4.1
4.4.2
Contents
4.4.3
4.4.4
4.4.5
4.4.6
4.4.7
4.4.8
4.5
4.5.1
4.5.2
4.6
4.6.1
4.6.2
4.6.3
4.7
4.7.1
4.7.2
4.8
4.8.1
4.8.2
4.8.3
4.8.4
4.8.5
4.8.6
4.8.7
Modeling Higher Moments
5.1
5.1.1
5.1.2
5.1.3
5.2
5.2.1
5.2.2
5.2.3
5.2.4
5.2.5
5.2.6
5.3
5.3.1
5.3.2
5.3.3
5.4
5.5
5.5.1
5.5.2
XIV
5.5.3
6
6.1
6.1.1
6.1.2
6.1.3
6.1.4
6.1.5
6.1.6
6.1.7
6.2
6.2.1
6.2.2
6.2.3
6.2.4
6.2.5
6.2.6
6.3
6.3.1
6.3.2
6.3.3
6.3.4
6.3.5
6.3.6
6.3.7
6.3.8
7
7.1
7.1.1
7.1.2
7.1.3
7.1.4
7.2
7.2.1
7.2.2
7.2.3
7.2.4
7.2.5
Contents
Part
8
8.1
8.1.1
8.1.2
8.2
8.3
8.3.1
8.3.2
8.4
8.4.1
8.4.2
8.4.3
8.5
8.5.1
8.5.2
8.6
8.6.1
8.6.2
8.6.3
8.6.4
9
9.1
9.1.1
9.1.2
9.2
9.2.1
9.2.2
9.2.3
Part IV Option Pricing with Non-Gaussian Returns
10
10.1
10.2
10.2.1
10.2.2
10.2.3
10.2.4
10.3
10.3.1
XVI
10.3.2
10.3.3
10.3.4
10.3.5
10.3.6
10.3.7
11
11.1
11.2
11.2.1
11.2.2
11.3
11.3.1
11.3.2
11.3.3
11.4
11.4.1
11.4.2
11.5
11.5.1
11.5.2
11.5.3
11.5.4
11.6
11.7
11.7.1
11.7.2
12
12.1
12.1.1
12.1.2
12.1.3
12.2
12.2.1
12.2.2
12.2.3
12.2.4
12.3
12.3.1
12.3.2
12.3.3
12.3.4
12.4
Contents
12.4.1
12.4.2
12.4.3
12.4.4
12.4.5
Part V Appendices on Option Pricing Mathematics
13
13.1
13.2
13.3
13.4
13.5
13.6
13.7
13.8
13.9
13.10
13.11
13.12
14
14.1
14.2
14.3
14.4
14.5
15
15.1
15.1.1
15.1.2
15.1.3
15.1.4
15.1.5
15.2
16
16.1
16.2
16.2.1
16.2.2
16.2.3
XVIII
16.2.4
16.3
16.3.1
16.3.2
16.3.3
16.4
16.5
17
17.1
17.2
References
Index
|
| any_adam_object | 1 |
| author | Jondeau, Eric 1967- Poon, Ser-Huang Rockinger, Michael 1961- |
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| author_facet | Jondeau, Eric 1967- Poon, Ser-Huang Rockinger, Michael 1961- |
| author_role | aut aut aut |
| author_sort | Jondeau, Eric 1967- |
| author_variant | e j ej s h p shp m r mr |
| building | Verbundindex |
| bvnumber | BV021631556 |
| callnumber-first | H - Social Science |
| callnumber-label | HG106 |
| callnumber-raw | HG106 |
| callnumber-search | HG106 |
| callnumber-sort | HG 3106 |
| callnumber-subject | HG - Finance |
| classification_rvk | QK 620 QP 890 SK 980 |
| classification_tum | MAT 603f MAT 605f MAT 902f WIR 160f |
| ctrlnum | (OCoLC)68772616 (DE-599)BVBBV021631556 |
| dewey-full | 332.01595 332.01519124 332.05195 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.01595 332.01519124 332.05195 |
| dewey-search | 332.01595 332.01519124 332.05195 |
| dewey-sort | 3332.01595 |
| dewey-tens | 330 - Economics |
| discipline | Mathematik Wirtschaftswissenschaften |
| format | Book |
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| id | DE-604.BV021631556 |
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| indexdate | 2024-12-20T12:38:08Z |
| institution | BVB |
| isbn | 1846284198 9781846284199 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-014846452 |
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| physical | XVIII, 541 S. graph. Darst. |
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| record_format | marc |
| series2 | Springer Finance : Textbook |
| spellingShingle | Jondeau, Eric 1967- Poon, Ser-Huang Rockinger, Michael 1961- Financial modeling under non-Gaussian distributions Financiën gtt Finanzas - Modelos matemáticos Geldmarkt gtt Risk management gtt Verdelingen (functietheorie) gtt Mathematisches Modell Distribution (Economic theory) Finance Mathematical models Finanzmathematik (DE-588)4017195-4 gnd Nichtgaußscher Prozess (DE-588)4226288-4 gnd Kreditmarkt (DE-588)4073788-3 gnd Mathematisches Modell (DE-588)4114528-8 gnd |
| subject_GND | (DE-588)4017195-4 (DE-588)4226288-4 (DE-588)4073788-3 (DE-588)4114528-8 |
| title | Financial modeling under non-Gaussian distributions |
| title_auth | Financial modeling under non-Gaussian distributions |
| title_exact_search | Financial modeling under non-Gaussian distributions |
| title_full | Financial modeling under non-Gaussian distributions Eric Jondeau, Ser-Huang Poon and Michael Rockinger |
| title_fullStr | Financial modeling under non-Gaussian distributions Eric Jondeau, Ser-Huang Poon and Michael Rockinger |
| title_full_unstemmed | Financial modeling under non-Gaussian distributions Eric Jondeau, Ser-Huang Poon and Michael Rockinger |
| title_short | Financial modeling under non-Gaussian distributions |
| title_sort | financial modeling under non gaussian distributions |
| topic | Financiën gtt Finanzas - Modelos matemáticos Geldmarkt gtt Risk management gtt Verdelingen (functietheorie) gtt Mathematisches Modell Distribution (Economic theory) Finance Mathematical models Finanzmathematik (DE-588)4017195-4 gnd Nichtgaußscher Prozess (DE-588)4226288-4 gnd Kreditmarkt (DE-588)4073788-3 gnd Mathematisches Modell (DE-588)4114528-8 gnd |
| topic_facet | Financiën Finanzas - Modelos matemáticos Geldmarkt Risk management Verdelingen (functietheorie) Mathematisches Modell Distribution (Economic theory) Finance Mathematical models Finanzmathematik Nichtgaußscher Prozess Kreditmarkt |
| url | http://deposit.dnb.de/cgi-bin/dokserv?id=2777286&prov=M&dok_var=1&dok_ext=htm http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=014846452&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| work_keys_str_mv | AT jondeaueric financialmodelingundernongaussiandistributions AT poonserhuang financialmodelingundernongaussiandistributions AT rockingermichael financialmodelingundernongaussiandistributions |
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Branch Library Mathematics & Informatics
| Call Number: |
0104 WIR 160 2006 A 11677
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|---|---|
| Copy 1 | Not available for loan On Shelf |
Branch Library Chemistry, Textbook Collection
| Call Number: |
0303 WIR 160 2007 L 151
Floor plan |
|---|---|
| Copy 1 | Available for loan On Shelf |
| Copy 2 | Available for loan On Shelf |
| Copy 3 | Available for loan On Shelf |
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