| Record ID | marc_loc_updates/v36.i10.records.utf8:25270945:1866 |
| Source | Library of Congress |
| Download Link | /show-records/marc_loc_updates/v36.i10.records.utf8:25270945:1866?format=raw |
LEADER: 01866cam a22004574a 4500
001 2006299566
003 DLC
005 20080310093949.0
008 061114s2004 gw a b 001 0 eng c
010 $a 2006299566
020 $a3540208534
024 3 $a9783540208532
035 $a(OCoLC)ocm56136299
035 $a(OCoLC)56136299
040 $aHKP$cHKP$dOCLCQ$dBAKER$dUMC$dNLGGC$dDLC
042 $apcc
050 00 $aHG176.5$b.K45 2004
084 $a85.33$2bcl
084 $a85.03$2bcl
100 1 $aKellerhals, B. Philipp,$d1971-
245 10 $aAsset pricing :$bmodeling and estimation /$cB. Philipp Kellerhals.
250 $a2nd ed.
260 $aBerlin ;$aNew York :$bSpringer,$cc2004.
300 $axiv, 243 p. :$bill. ;$c24 cm.
440 0 $aSpringer finance
500 $aThe 1st ed. was published as v. 506 in the series, Lecture notes in economics and mathematical systems, under the title: Financial pricing models in continuous time and Kalman filtering. Berlin ; New York : Springer, c2001.
504 $aIncludes bibliographical references (p. 226-240) and index.
650 0 $aFinance$xMathematical models.
650 0 $aInvestments$xMathematical models.
650 0 $aAssets (Accounting)$xPrices$xEconometric models.
650 0 $aPrices$xMathematical models.
650 0 $aKalman filtering.
650 17 $aPortfolio-theorie.$2gtt
650 17 $aStochastische modellen.$2gtt
650 17 $aSchattingstheorie.$2gtt
650 17 $aRisicotheorie.$2gtt
650 17 $aKalman-filters.$2gtt
650 17 $aPrijsvorming.$2gtt
700 1 $aKellerhals, B. Philipp,$d1971-$tFinancial pricing models in continuous time and Kalman filtering.
856 42 $3Publisher description$uhttp://www.loc.gov/catdir/enhancements/fy0818/2006299566-d.html
856 41 $3Table of contents only$uhttp://www.loc.gov/catdir/enhancements/fy0818/2006299566-t.html