Stochastic dependencies in derivative pricing: Decoupled BNS-volatility, sequential modeling of jumps, and extremal WWR:
Gespeichert in:
| Beteilige Person: | |
|---|---|
| Format: | Hochschulschrift/Dissertation Buch |
| Sprache: | Englisch |
| Veröffentlicht: |
München
2017
|
| Schlagwörter: | |
| Links: | https://mediatum.ub.tum.de/node?id=1363151 https://nbn-resolving.org/urn:nbn:de:bvb:91-diss-20171025-1363151-1-3 |
| Umfang: | 1 Online-Ressource (161 Seiten) Diagramme |
Internformat
MARC
| LEADER | 00000nam a2200000 c 4500 | ||
|---|---|---|---|
| 001 | BV044650540 | ||
| 003 | DE-604 | ||
| 005 | 20180108 | ||
| 007 | t| | ||
| 008 | 171124s2017 xx |||| m||| 00||| eng d | ||
| 035 | |a (OCoLC)1012943540 | ||
| 035 | |a (DE-599)BVBBV044650540 | ||
| 040 | |a DE-604 |b ger |e rda | ||
| 041 | 0 | |a eng | |
| 049 | |a DE-384 |a DE-473 |a DE-703 |a DE-1051 |a DE-824 |a DE-29 |a DE-12 |a DE-91 |a DE-19 |a DE-1049 |a DE-92 |a DE-739 |a DE-898 |a DE-355 |a DE-706 |a DE-20 |a DE-1102 |a DE-860 |a DE-2174 |a DE-91G | ||
| 084 | |a MAT 600d |2 stub | ||
| 084 | |a WIR 150d |2 stub | ||
| 100 | 1 | |a Schulz, Thorsten |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a Stochastic dependencies in derivative pricing: Decoupled BNS-volatility, sequential modeling of jumps, and extremal WWR |c Thorsten Schulz |
| 264 | 1 | |a München |c 2017 | |
| 300 | |a 1 Online-Ressource (161 Seiten) |b Diagramme | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 502 | |b Dissertation |c Technische Universität München |d 2017 | ||
| 655 | 7 | |0 (DE-588)4113937-9 |a Hochschulschrift |2 gnd-content | |
| 776 | 0 | 8 | |i Erscheint auch als |n Online-Ausgabe |o urn:nbn:de:bvb:91-diss-20171025-1363151-1-3 |
| 856 | 4 | |u https://mediatum.ub.tum.de/node?id=1363151 |x Verlag |z kostenfrei |3 Volltext | |
| 856 | 4 | |u https://nbn-resolving.org/urn:nbn:de:bvb:91-diss-20171025-1363151-1-3 |x Resolving-System | |
| 912 | |a ebook | ||
| 943 | 1 | |a oai:aleph.bib-bvb.de:BVB01-030048278 | |
Datensatz im Suchindex
| DE-BY-TUM_call_number | 0001 DM 35991 0109 DM 35991 |
|---|---|
| DE-BY-TUM_katkey | 2294233 |
| DE-BY-TUM_location | Mag 01 |
| DE-BY-TUM_media_number | TEMP3286260 040008683565 |
| _version_ | 1821934235438546945 |
| any_adam_object | |
| author | Schulz, Thorsten |
| author_facet | Schulz, Thorsten |
| author_role | aut |
| author_sort | Schulz, Thorsten |
| author_variant | t s ts |
| building | Verbundindex |
| bvnumber | BV044650540 |
| classification_tum | MAT 600d WIR 150d |
| collection | ebook |
| ctrlnum | (OCoLC)1012943540 (DE-599)BVBBV044650540 |
| discipline | Mathematik Wirtschaftswissenschaften |
| format | Thesis Book |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>01408nam a2200337 c 4500</leader><controlfield tag="001">BV044650540</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20180108 </controlfield><controlfield tag="007">t|</controlfield><controlfield tag="008">171124s2017 xx |||| m||| 00||| eng d</controlfield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)1012943540</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV044650540</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-384</subfield><subfield code="a">DE-473</subfield><subfield code="a">DE-703</subfield><subfield code="a">DE-1051</subfield><subfield code="a">DE-824</subfield><subfield code="a">DE-29</subfield><subfield code="a">DE-12</subfield><subfield code="a">DE-91</subfield><subfield code="a">DE-19</subfield><subfield code="a">DE-1049</subfield><subfield code="a">DE-92</subfield><subfield code="a">DE-739</subfield><subfield code="a">DE-898</subfield><subfield code="a">DE-355</subfield><subfield code="a">DE-706</subfield><subfield code="a">DE-20</subfield><subfield code="a">DE-1102</subfield><subfield code="a">DE-860</subfield><subfield code="a">DE-2174</subfield><subfield code="a">DE-91G</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">MAT 600d</subfield><subfield code="2">stub</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">WIR 150d</subfield><subfield code="2">stub</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Schulz, Thorsten</subfield><subfield code="e">Verfasser</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Stochastic dependencies in derivative pricing: Decoupled BNS-volatility, sequential modeling of jumps, and extremal WWR</subfield><subfield code="c">Thorsten Schulz</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">München</subfield><subfield code="c">2017</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">1 Online-Ressource (161 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="502" ind1=" " ind2=" "><subfield code="b">Dissertation</subfield><subfield code="c">Technische Universität München</subfield><subfield code="d">2017</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">urn:nbn:de:bvb:91-diss-20171025-1363151-1-3</subfield></datafield><datafield tag="856" ind1="4" ind2=" "><subfield code="u">https://mediatum.ub.tum.de/node?id=1363151</subfield><subfield code="x">Verlag</subfield><subfield code="z">kostenfrei</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="856" ind1="4" ind2=" "><subfield code="u">https://nbn-resolving.org/urn:nbn:de:bvb:91-diss-20171025-1363151-1-3</subfield><subfield code="x">Resolving-System</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">ebook</subfield></datafield><datafield tag="943" ind1="1" ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-030048278</subfield></datafield></record></collection> |
| genre | (DE-588)4113937-9 Hochschulschrift gnd-content |
| genre_facet | Hochschulschrift |
| id | DE-604.BV044650540 |
| illustrated | Not Illustrated |
| indexdate | 2024-12-20T18:08:04Z |
| institution | BVB |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-030048278 |
| oclc_num | 1012943540 |
| open_access_boolean | 1 |
| owner | DE-384 DE-473 DE-BY-UBG DE-703 DE-1051 DE-824 DE-29 DE-12 DE-91 DE-BY-TUM DE-19 DE-BY-UBM DE-1049 DE-92 DE-739 DE-898 DE-BY-UBR DE-355 DE-BY-UBR DE-706 DE-20 DE-1102 DE-860 DE-2174 DE-91G DE-BY-TUM |
| owner_facet | DE-384 DE-473 DE-BY-UBG DE-703 DE-1051 DE-824 DE-29 DE-12 DE-91 DE-BY-TUM DE-19 DE-BY-UBM DE-1049 DE-92 DE-739 DE-898 DE-BY-UBR DE-355 DE-BY-UBR DE-706 DE-20 DE-1102 DE-860 DE-2174 DE-91G DE-BY-TUM |
| physical | 1 Online-Ressource (161 Seiten) Diagramme |
| psigel | ebook |
| publishDate | 2017 |
| publishDateSearch | 2017 |
| publishDateSort | 2017 |
| record_format | marc |
| spellingShingle | Schulz, Thorsten Stochastic dependencies in derivative pricing: Decoupled BNS-volatility, sequential modeling of jumps, and extremal WWR |
| subject_GND | (DE-588)4113937-9 |
| title | Stochastic dependencies in derivative pricing: Decoupled BNS-volatility, sequential modeling of jumps, and extremal WWR |
| title_auth | Stochastic dependencies in derivative pricing: Decoupled BNS-volatility, sequential modeling of jumps, and extremal WWR |
| title_exact_search | Stochastic dependencies in derivative pricing: Decoupled BNS-volatility, sequential modeling of jumps, and extremal WWR |
| title_full | Stochastic dependencies in derivative pricing: Decoupled BNS-volatility, sequential modeling of jumps, and extremal WWR Thorsten Schulz |
| title_fullStr | Stochastic dependencies in derivative pricing: Decoupled BNS-volatility, sequential modeling of jumps, and extremal WWR Thorsten Schulz |
| title_full_unstemmed | Stochastic dependencies in derivative pricing: Decoupled BNS-volatility, sequential modeling of jumps, and extremal WWR Thorsten Schulz |
| title_short | Stochastic dependencies in derivative pricing: Decoupled BNS-volatility, sequential modeling of jumps, and extremal WWR |
| title_sort | stochastic dependencies in derivative pricing decoupled bns volatility sequential modeling of jumps and extremal wwr |
| topic_facet | Hochschulschrift |
| url | https://mediatum.ub.tum.de/node?id=1363151 https://nbn-resolving.org/urn:nbn:de:bvb:91-diss-20171025-1363151-1-3 |
| work_keys_str_mv | AT schulzthorsten stochasticdependenciesinderivativepricingdecoupledbnsvolatilitysequentialmodelingofjumpsandextremalwwr |
Online lesen (frei zugänglich)
Paper/Kapitel scannen lassen
Paper/Kapitel scannen lassen
Bibliotheksmagazin
| Signatur: |
0001 DM 35991
Lageplan |
|---|---|
| Exemplar 1 | Ausleihbar Am Standort |
Teilbibliothek Mathematik & Informatik, Dissertationen und Abschlussarbeiten
| Signatur: |
0109 DM 35991
Lageplan |
|---|---|
| Exemplar 1 | Ausleihbar Am Standort |