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| LEADER |
00000pam a22000004a 4500 |
| 001 |
5127828 |
| 003 |
ICU |
| 005 |
20041210121100.0 |
| 008 |
030325s2003 nyua b 000 0 eng |
| 010 |
|
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|a 2003045700
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| 020 |
|
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|a 379080049X (softcover : alk. paper)
|
| 040 |
|
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|a DLC
|c DLC
|d NhCcYBP
|d OCoLC
|d OrLoB-B
|
| 042 |
|
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|a pcc
|
| 050 |
0 |
0 |
|a HG6024.A3
|b M342 2003
|
| 082 |
0 |
0 |
|a 332.63/228
|2 21
|
| 100 |
1 |
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|a Mandler, Martin.
|0 http://id.loc.gov/authorities/names/n2003094364
|1 http://viaf.org/viaf/10078639
|
| 245 |
1 |
0 |
|a Market expectations and option prices :
|b techniques and applications /
|c Martin Mandler.
|
| 260 |
|
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|a New York :
|b Physica-Verlag,
|c c2003.
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| 300 |
|
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|a x, 227 p. :
|b ill. ;
|c 24 cm.
|
| 336 |
|
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|a text
|b txt
|2 rdacontent
|0 http://id.loc.gov/vocabulary/contentTypes/txt
|
| 337 |
|
|
|a unmediated
|b n
|2 rdamedia
|0 http://id.loc.gov/vocabulary/mediaTypes/n
|
| 338 |
|
|
|a volume
|b nc
|2 rdacarrier
|0 http://id.loc.gov/vocabulary/carriers/nc
|
| 440 |
|
0 |
|a Contributions to economics
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| 500 |
|
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|a Rev. version of the author's thesis (doctoral)--Justus Liebig-Universität Giessen.
|
| 504 |
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|a Includes bibliographical references (p. [209]-227).
|
| 505 |
0 |
0 |
|g 1.
|t Introduction --
|g Pt. I.
|t Theoretical Foundations --
|g 2.
|t Arbitrage Pricing and Risk-Neutral Probabilities --
|g 3.
|t Survey of the Related Literature --
|g 4.
|t Presenting and Interpreting Risk-Neutral Probabilities --
|g 5.
|t Techniques for Extracting Risk-Neutral Probabilities from Option Prices --
|g 6.
|t The Advantages and Disadvantages of Selected Techniques --
|g Pt. II.
|t Empirical Applications --
|g 7.
|t Important Empirical Applications - A Review --
|g 8.
|t Central-Bank Council Meetings and Money Market Uncertainty --
|g 9.
|t Central-Bank Council Meetings - Event Studies --
|g 10.
|t Summary and Conclusions.
|
| 650 |
|
0 |
|a Options (Finance)
|x Prices
|x Mathematical models.
|0 http://id.loc.gov/authorities/subjects/sh2010104480
|
| 650 |
|
0 |
|a Options (Finance)
|x Mathematical models.
|0 http://id.loc.gov/authorities/subjects/sh2008108684
|
| 650 |
|
7 |
|a Options (Finance)
|x Mathematical models.
|2 fast
|0 http://id.worldcat.org/fast/fst01046899
|
| 650 |
|
7 |
|a Options (Finance)
|x Prices
|x Mathematical models.
|2 fast
|0 http://id.worldcat.org/fast/fst01046902
|
| 901 |
|
|
|a ToCBNA
|
| 903 |
|
|
|a HeVa
|
| 035 |
|
|
|a (OCoLC)51983319
|
| 929 |
|
|
|a cat
|
| 999 |
f |
f |
|i 0da733a3-34cd-5d23-a56a-6da51408208f
|s 67895ee4-07d4-55c5-98d6-62b7d6802b04
|
| 928 |
|
|
|t Library of Congress classification
|a HG6024.A3 M342 2003
|l JRL
|c JRL-Gen
|i 4941521
|
| 927 |
|
|
|t Library of Congress classification
|a HG6024.A3 M342 2003
|l JRL
|c JRL-Gen
|e CHBO
|b 64326258
|i 7661327
|
