Principles of infinitesimal stochastic and financial analysis /

Principles of infinitesimal stochastic and financial analysis /

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Bibliographic Details
Author / Creator:Berg, Imme van den.
Imprint:Singapore ; River Edge, NJ : World Scientific, c2000.
Description:xii, 136 p. : ill. ; 22 cm.
Language:English
Subject:
Options (Finance) -- Prices -- Mathematical models.
Stochastic analysis.
Options (Finance) -- Prices -- Mathematical models.
Stochastic analysis.
Format: Print Book
URL for this record:http://pi.lib.uchicago.edu/1001/cat/bib/4380277
Hidden Bibliographic Details
ISBN:9810243588 (cloth)
Notes:Includes bibliographical references (p. 131-132) and index.

MARC

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300 |a xii, 136 p. :  |b ill. ;  |c 22 cm. 
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504 |a Includes bibliographical references (p. 131-132) and index. 
505 0 0 |g Ch. 1.  |t The binomial cone and the binomial coefficients --  |g Ch. 2.  |t Asymptotic properties of finite random variables --  |g Ch. 3.  |t Finite stochastic processes --  |g Ch. 4.  |t Stock prices --  |g Ch. 5.  |t Options. 
650 0 |a Options (Finance)  |x Prices  |x Mathematical models.  |0 http://id.loc.gov/authorities/subjects/sh2010104480 
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