MetadatenAuthor: | Edgar Bürger |
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URN: | urn:nbn:de:hebis:30-66340 |
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Advisor: | Kühn Christof |
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Document Type: | diplomthesis |
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Language: | German |
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Year of Completion: | 2008 |
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Year of first Publication: | 2008 |
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Publishing Institution: | Universitätsbibliothek Johann Christian Senckenberg |
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Granting Institution: | Johann Wolfgang Goethe-Universität |
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Release Date: | 2009/06/02 |
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Tag: | CIR-1; Extended RMJBN Modell; Nelson-Siegel; Reale vs. risikoneutrale Welt in der Finanzmathematik; Zinsstrukturmodelle Evolving Yield Curves in the Real-World Measures |
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GND Keyword: | Finanzmathematik; Bootstrap-Statistik; Risikomanagement; Zinsänderungsrisiko |
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HeBIS-PPN: | 212742469 |
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Institutes: | Informatik und Mathematik / Mathematik |
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Dewey Decimal Classification: | 5 Naturwissenschaften und Mathematik / 51 Mathematik / 510 Mathematik |
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MSC-Classification: | 60-XX PROBABILITY THEORY AND STOCHASTIC PROCESSES (For additional applications, see 11Kxx, 62-XX, 90-XX, 91-XX, 92-XX, 93-XX, 94-XX) / 60Gxx Stochastic processes / 60G17 Sample path properties |
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| 62-XX STATISTICS / 62-07 Data analysis |
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| 62-XX STATISTICS / 62Dxx Sampling theory, sample surveys / 62D05 Sampling theory, sample surveys |
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| 62-XX STATISTICS / 62Hxx Multivariate analysis [See also 60Exx] / 62H12 Estimation |
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| 62-XX STATISTICS / 62Hxx Multivariate analysis [See also 60Exx] / 62H25 Factor analysis and principal components; correspondence analysis |
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| 62-XX STATISTICS / 62Pxx Applications [See also 90-XX, 91-XX, 92-XX] / 62P05 Applications to actuarial sciences and financial mathematics |
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| 62-XX STATISTICS / 62Pxx Applications [See also 90-XX, 91-XX, 92-XX] / 62P20 Applications to economics [See also 91Bxx] |
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Licence (German): | Deutsches Urheberrecht |
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