| 000 | 00000nam u2200205 a 4500 | |
| 001 | 000045823521 | |
| 005 | 20200806110907 | |
| 008 | 150212s2014 nyua b 001 0 eng d | |
| 020 | ▼a 9783662450369 (hbk.) | |
| 020 | ▼a 9783662450376 (ebk.) | |
| 040 | ▼a 211009 ▼c 211009 ▼d 211009 | |
| 082 | 0 4 | ▼a 332.6453 ▼2 23 |
| 084 | ▼a 332.6453 ▼2 DDCK | |
| 090 | ▼a 332.6453 ▼b T583 | |
| 245 | 0 2 | ▼a A time series approach to option pricing : ▼b models, methods and empirical performances / ▼c [edited by] Christophe Chorro, Dominique Guégan, Florian Ielpo. |
| 260 | ▼a New York, NY : ▼b Springer Berlin Heidelberg, ▼c 2014. | |
| 300 | ▼a xvi, 188 p. : ▼b ill. ; ▼c 25 cm. | |
| 504 | ▼a Includes bibliographical references and index. | |
| 650 | 0 | ▼a Options (Finance) ▼x Mathematical models. |
| 650 | 0 | ▼a Time-series analysis. |
| 700 | 1 | ▼a Chorro, Christophe. |
| 700 | 1 | ▼a Guégan, Dominique. |
| 700 | 1 | ▼a Ielpo, Florian. |
| 776 | 0 8 | ▼i Online version: ▼t A time series approach to option pricing : models, methods and empirical performances ▼z 9783662450376 ▼w (211009) 000046039305 |
| 945 | ▼a KLPA |
소장정보
| No. | 소장처 | 청구기호 | 등록번호 | 도서상태 | 반납예정일 | 예약 | 서비스 |
|---|---|---|---|---|---|---|---|
| No. 1 | 소장처 중앙도서관/서고6층/ | 청구기호 332.6453 T583 | 등록번호 111731120 | 도서상태 대출가능 | 반납예정일 | 예약 | 서비스 |
컨텐츠정보
목차
Introduction.- 1 The Time Series Toolbox for Financial Returns.- 2 The Stochastic Discount Factor Approach.- 3 Empirical Performances.- Mathematical Appendix.- Index.
정보제공 :
