Methods of mathematical finance

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種類:

図書

責任表示:

Ioannis Karatzas, Steven E. Shreve

出版情報:

New York : Springer, c1998

著者名:

シリーズ名:

Applications of mathematics ; 39 <BA00256802>

ISBN:

9780387948393 [0387948392]

注記:

Bibliography: p. [371]-402
Includes index

所蔵情報

子書誌情報

タイトルが類似している資料

1. Methods of mathematical finance
Ioannis Karatzas, Steven E. Shreve , Springer , 1998

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
TTLL:	eng
言語:	英語
形態:	xv, 407 p. ; 24 cm
書誌ID:	BA37702552

内容紹介

目次情報

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1 図書 Methods of mathematical finance Karatzas, Ioannis, Shreve, Steven E Springer	7 電子ブック Nonparametric finance Klemelä, Jussi John Wiley & Sons, Inc.
2 図書 Lectures on the mathematics of finance Karatzas, Ioannis American Mathematical Society	8 電子ブック Game-theoretic foundations for probability and finance Shafer, Glenn, Vovk, Vladimir John Wiley & Sons, Inc.
3 図書 Brownian motion and stochastic calculus Karatzas, Ioannis, Shreve, Steven E. Springer	9 図書 Modelling extremal events for insurance and finance Embrechts, Paul, 1953-, Klüppelberg, Claudia, 1953-, Mikosch, Thomas Springer
4 図書 Brownian motion and stochastic calculus Karatzas, Ioannis, Shreve, Steven E. Springer	10 図書 Martingale methods in financial modelling Musiela, Marek, 1950-, Rutkowski, Marek, 1952- Springer
5 図書 Mathematics of finance Cissell, Robert, Cissell, Helen Houghton Mifflin	11 図書 Finite mathematics : with applications Budnick, Frank S. McGraw-Hill
6 電子ブック Mathematics of finance : proceedings of an AMS-IMS-SIAM Joint Summer Research Conference on Mathematics of Finance, June 22-26, 2003, Snowbird, Utah AMS-IMS-SIAM Joint Summer Research Conference on Mathematics of Finance, Yin, George,1954-, Zhang, Qing,1959- American Mathematical Society	12 図書 Handbook of applied mathematics Grazda, Edward E., Brenner, Morris, Minrath, William R., Jansson, Martin Ernest, 1901- Van Nostrand