Stochastic calculus for finance /
Saved in:
| Author / Creator: | Capiński, Marek, 1951- |
|---|---|
| Imprint: | Cambridge : Cambridge University Press, 2012. |
| Description: | 1 online resource : illustrations |
| Language: | English |
| Series: | Mastering mathematical finance Mastering mathematical finance. |
| Subject: | |
| Format: | E-Resource Book |
| URL for this record: | http://pi.lib.uchicago.edu/1001/cat/bib/11831514 |
MARC
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| 100 | 1 | |a Capiński, Marek, |d 1951- |0 http://id.loc.gov/authorities/names/n94114984 | |
| 245 | 1 | 0 | |a Stochastic calculus for finance / |c Marek Capiński, Ekkehard Kopp, Janusz Traple. |
| 260 | |a Cambridge : |b Cambridge University Press, |c 2012. | ||
| 300 | |a 1 online resource : |b illustrations | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 490 | 1 | |a Mastering mathematical finance | |
| 588 | 0 | |a Print version record. | |
| 504 | |a Includes bibliographical references and index. | ||
| 505 | 0 | |a Discrete-time processes -- Wiener process -- Stochastic integrals -- Itô formula -- Stochastic differential equations. | |
| 520 | |a Introduces key results essential for financial practitioners by means of concrete examples and a fully rigorous exposition. | ||
| 650 | 0 | |a Finance |x Mathematical models. |0 http://id.loc.gov/authorities/subjects/sh85048260 | |
| 650 | 0 | |a Stochastic processes. |0 http://id.loc.gov/authorities/subjects/sh85128181 | |
| 650 | 0 | |a Options (Finance) |x Mathematical models. | |
| 650 | 7 | |a BUSINESS & ECONOMICS |x Finance. |2 bisacsh | |
| 650 | 7 | |a Finance |x Mathematical models. |2 fast |0 (OCoLC)fst00924398 | |
| 650 | 7 | |a Options (Finance) |x Mathematical models. |2 fast |0 (OCoLC)fst01046899 | |
| 650 | 7 | |a Stochastic processes. |2 fast |0 (OCoLC)fst01133519 | |
| 655 | 4 | |a Electronic books. | |
| 700 | 1 | |a Kopp, P. E., |d 1944- |0 http://id.loc.gov/authorities/names/n83133988 | |
| 700 | 1 | |a Traple, Janusz. |0 http://id.loc.gov/authorities/names/n2012039521 | |
| 776 | 0 | 8 | |i Print version: |a Capiński, Marek, 1951- |t Stochastic calculus for finance. |d Cambridge, [England] : Cambridge University Press, 2012 |z 9781107002647 |w (DLC) 2012024342 |w (OCoLC)785068086 |
| 830 | 0 | |a Mastering mathematical finance. |0 http://id.loc.gov/authorities/names/no2012083164 | |
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| 928 | |t Library of Congress classification |a HG106 .C364 2012 |l Online |c UC-FullText |u https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=e000xna&AN=473267 |z eBooks on EBSCOhost |g ebooks |i 12381940 | ||