The truncated multivariate normal distribution in finance and econometrics
von Stefan Wilhelm
| Year of publication: |
2014
|
|---|---|
| Authors: | Wilhelm, Stefan |
| Publisher: |
Berlin : Winter-Industries |
| Subject: | Autocallables | Tobit-Modell | Tobit model | Multivariate Verteilung | Multivariate distribution | Normalverteilung | Normal distribution | Multivariate Analyse | Multivariate analysis | Finanzmathematik | Mathematical finance | Ökonometrie | Econometrics | Probit-Modell | Probit model | Theorie | Theory | Derivat | Derivative | Optionspreistheorie | Option pricing theory | Schätzung | Estimation | Deutschland | Germany | Wirtschaftsmathematik | Multivariate Normalverteilung | Gestutzte Verteilung |
| Description of contents: | Table of Contents [d-nb.info] ; Description [deposit.dnb.de] |
| Extent: | XVI, 93 S. Ill., graph. Darst. 21 cm |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Thesis ; Sammelwerk ; Collection of articles of several authors |
| Language: | English |
| Thesis: | Zugl.: Basel, Univ., Diss., 2014 |
| Notes: | Enth. 3 Beitr. |
| ISBN: | 978-3-86624-612-6 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010438565