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| 001 |
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031126s2004 enk b 001 0 eng |
| 010 |
|
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|a 2003067310
|
| 020 |
|
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|a 1852334584 (hc : alk. paper)
|
| 040 |
|
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|a DLC
|c DLC
|d DLC
|d UtOrBLW
|d OrLoB-B
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| 042 |
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|a pcc
|
| 050 |
0 |
0 |
|a HG4515.2
|b .B56 2004
|
| 082 |
0 |
0 |
|a 332.64/57
|2 22
|
| 100 |
1 |
|
|a Bingham, N. H.
|0 http://id.loc.gov/authorities/names/n85320747
|1 http://viaf.org/viaf/17290990
|
| 245 |
1 |
0 |
|a Risk-neutral valuation :
|b pricing and hedging of financial derivatives /
|c N.H. Bingham and R. Kiesel.
|
| 250 |
|
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|a 2nd ed.
|
| 260 |
|
|
|a Sheffield, UK ;
|a New York :
|b Springer,
|c c2004.
|
| 300 |
|
|
|a xviii, 437 p. ;
|c 25 cm.
|
| 336 |
|
|
|a text
|b txt
|2 rdacontent
|0 http://id.loc.gov/vocabulary/contentTypes/txt
|
| 337 |
|
|
|a unmediated
|b n
|2 rdamedia
|0 http://id.loc.gov/vocabulary/mediaTypes/n
|
| 338 |
|
|
|a volume
|b nc
|2 rdacarrier
|0 http://id.loc.gov/vocabulary/carriers/nc
|
| 440 |
|
0 |
|a Springer finance
|
| 504 |
|
|
|a Includes bibliographical references (p. [417]-432) and index.
|
| 505 |
0 |
0 |
|g 1.
|t Derivative background --
|g 2.
|t Probability background --
|g 3.
|t Stochastic processes in discrete time --
|g 4.
|t Mathematical finance in discrete time --
|g 5.
|t Stochastic processes in continuous time --
|g 6.
|t Mathematical finance in continuous time --
|g 7.
|t Incomplete markets --
|g 8.
|t Interest rate theory --
|g 9.
|t Credit risk --
|g A.
|t Hilbert space --
|g B.
|t Projections and conditional expectations --
|g C.
|t The separating hyperplane theorem.
|
| 650 |
|
0 |
|a Investments
|x Mathematical models.
|0 http://id.loc.gov/authorities/subjects/sh85067718
|
| 650 |
|
0 |
|a Finance
|x Mathematical models.
|0 http://id.loc.gov/authorities/subjects/sh85048260
|
| 650 |
|
7 |
|a Finance
|x Mathematical models.
|2 fast
|0 http://id.worldcat.org/fast/fst00924398
|
| 650 |
|
7 |
|a Investments
|x Mathematical models.
|2 fast
|0 http://id.worldcat.org/fast/fst00978277
|
| 700 |
1 |
|
|a Kiesel, Rüdiger,
|d 1962-
|0 http://id.loc.gov/authorities/names/n98008370
|1 http://viaf.org/viaf/19851963
|
| 901 |
|
|
|a ToCBNA
|
| 903 |
|
|
|a HeVa
|
| 035 |
|
|
|a (OCoLC)53831726
|
| 929 |
|
|
|a cat
|
| 999 |
f |
f |
|i b7cd93e9-bccb-5147-a321-a5079a62c9ea
|s 89614173-f894-5b25-a590-57cbddeaaa86
|
| 928 |
|
|
|t Library of Congress classification
|a HG4515.2 .B56 2004
|l JRL
|c JRL-Gen
|i 4831194
|
| 927 |
|
|
|t Library of Congress classification
|a HG4515.2 .B56 2004
|l JRL
|c JRL-Gen
|e VAND
|b 69700341
|i 7789823
|
