Hypermodels in mathematical finance : modelling via infinitesimal analysis /

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Bibliographic Details
Author / Creator:Ng, Siu-Ah.
Imprint:River Edge, N.J. : World Scientific, c2003.
Description:xiii, 298 p. : ill. ; 24 cm.
Language:English
Subject:
Format: Print Book
URL for this record:http://pi.lib.uchicago.edu/1001/cat/bib/5143340
Hidden Bibliographic Details
ISBN:9810244282
Notes:Includes bibliographical references (p. 289-294) and index.

MARC

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505 0 0 |g 1.  |t Basic Concepts and Practice in Finance --  |g 2.  |t Infinitesimal Analysis and Hypermodels --  |g 3.  |t Absence of Arbitrage --  |g 4.  |t Explicit Option Pricing --  |g 5.  |t Pricing with Binary Tree Hypermodels --  |g 6.  |t Further Applications --  |g 7.  |t The Mathematics of Hypermodels --  |g App. A.  |t Mathematica Programs. 
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