Methods of mathematical finance

QRコード(所蔵情報)

フォーマット:

図書

責任表示:

Ioannis Karatzas, Steven E. Shreve

言語:

英語

出版情報:

New York : Springer, c1998

形態:

xv, 407 p. ; 24 cm

著者名:

シリーズ名:

Applications of mathematics ; 39 <BA00256802>

書誌ID:

BA37702552

ISBN:

9780387948393 [0387948392]

子書誌情報

所蔵情報

タイトル・著者・出版者が同じ資料

詳細

主題:	Brownian motion processes; Business mathematics; Contingent valuation; Finance--Mathematical models
分類・件名:	LCC : HF5691 DDC : 650/.01/513 NDC8 : 417 NDC8 : 336.1 LCSH : Business mathematics LCSH : Finance -- Mathematical models LCSH : Brownian motion processes LCSH : Contingent valuation
LCCN:	98014284
注記:	Bibliography: p. [371]-402 Includes index
TTLL:	eng

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1 電子ブック Methods of Mathematical Finance Karatzas, Ioannis, Karatzas, I., Shreve, S. E., Shreve, Steven E., Balakrishnan, A. V., Shreve, Steven Springer New York	7 電子ブック Quantitative finance Mariani, Maria C., Florescu, Ionuţ, 1973- Wiley
2 図書 Brownian motion and stochastic calculus Karatzas, Ioannis, Shreve, Steven E. Springer-Verlag	8 図書 Continuous-time models Shreve, Steven E. Springer
3 図書 Brownian motion and stochastic calculus Karatzas, Ioannis, Shreve, Steven E. Springer-Verlag	9 電子ブック Portfolio Theory and Arbitrage : A Course in Mathematical Finance Karatzas, Ioannis, Kardaras, Constantinos American Mathematical Society
4 図書 Lectures on the mathematics of finance Karatzas, Ioannis American Mathematical Society	10 電子ブック Equity derivatives Chin, Eric, 1971-, Nel, Dian, 1979-, Ólafsson, Sverrir, 1950- Wiley
5 図書 Mathematics for economics and finance : methods and modelling Anthony, Martin, Biggs, Norman Cambridge University Press	11 図書 Numerical methods in finance Rogers, L. C. G., Talay, D. (Denis) Cambridge University Press
6 図書 Exponential functionals of Brownian motion and related processes Yor, Marc, 1950- Springer	12 図書 Stochastic methods in economics and finance Malliaris, A. G., Brock, W. A. North-Holland, Distributors for the United States and Canada, Elsevier Science