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876268 |
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20100824155200.0 |
| 008 |
040805s2004 nz a f bm 000 0 eng d |
| 035 |
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|a (OCoLC)156901962
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| 040 |
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|a CU
|c CU
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| 097 |
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|3 Bib#:
|a 876268
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| 100 |
1 |
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|a Cárcamo Cárcamo, Ulises.
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| 245 |
1 |
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|a Mathematics applied to finance :
|b regularities in the VIX and the distribution of option's payoff : a thesis submitted in partial fulfilment of the requirements for the degree of Doctor of Philosophy in Computational and Applied Mathematics, University of Canterbury /
|c by Ulises Cárcamo Cárcamo.
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| 260 |
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|c 2004.
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| 300 |
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|a x, 157 p. :
|b ill. ;
|c 30 cm.
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| 500 |
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|a Typescript (photocopy).
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| 502 |
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|a Thesis (Ph. D.)--University of Canterbury, 2004.
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| 504 |
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|a Includes bibliographical references (p. 131-136).
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| 650 |
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0 |
|a Options (Finance)
|x Prices
|x Mathematical models.
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| 650 |
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0 |
|a Stock price indexes
|x Mathematical models.
|
| 650 |
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0 |
|a Finance
|x Mathematical models.
|
| 856 |
4 |
1 |
|u http://hdl.handle.net/10092/4324
|y Connect to electronic version
|t 0
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| 991 |
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|a 2004-08-04
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| 992 |
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|a Created by julew, 04/08/2004. Updated by gewh, 24/08/2010.
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| 999 |
f |
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|i 679ab032-c908-5814-812b-0fdaaf41cd58
|s 117ca4e8-38f3-5c4d-b2e3-e55fa4d8c2c7
|t 0
|
| 952 |
f |
f |
|p Library use only
|a University Of Canterbury
|b Storage
|c MB Warehouse
|d Macmillan Brown Library Storage, Thesis Collection, Request for use in MB Library
|t 0
|e Thesis (Mathematics)
|h Local
|i Thesis
|m AU1194529AB
|
