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030512s2004 njua b 001 0 eng |
| 010 |
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|a 2003053593
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| 020 |
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|a 0691088063 (alk. paper)
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| 020 |
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|a 0691088071 (pbk. : alk. paper)
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|a DLC
|c DLC
|d NhCcYBP
|d UtOrBLW
|d OrLoB-B
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|a pcc
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|a HG106
|b .C47 2004
|
| 082 |
0 |
0 |
|a 332/.01/51
|2 21
|
| 100 |
1 |
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|a Černý, Aleš,
|d 1971-
|0 http://id.loc.gov/authorities/names/n2003104508
|1 http://viaf.org/viaf/10952993
|
| 245 |
1 |
0 |
|a Mathematical techniques in finance :
|b tools for incomplete markets /
|c Aleš Cerný.
|
| 260 |
|
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|a Princeton, N.J. :
|b Princeton University Press,
|c c2004.
|
| 300 |
|
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|a xviii, 378 p. :
|b ill. ;
|c 24 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
|
| 504 |
|
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|a Includes bibliographical references (p. [369]-372) and index.
|
| 505 |
0 |
0 |
|g 1.
|t The Simplest Model of Financial Markets --
|g 2.
|t Arbitrage and Pricing in the One-Period Model --
|g 3.
|t Risk and Return in the One-Period Model --
|g 4.
|t Numerical Techniques for Optimal Portfolio Selection in Incomplete Markets --
|g 5.
|t Pricing in Dynamically Complete Markets --
|g 6.
|t Towards Continuous Time --
|g 7.
|t Fast Fourier Transform --
|g 8.
|t Information Management --
|g 9.
|t Martingales and Change of Measure in Finance --
|g 10.
|t Brownian Motion and Ito Formulae --
|g 11.
|t Continuous-Time Finance --
|g 12.
|t Dynamic Option Hedging and Pricing in Incomplete Markets --
|g App. A.
|t Calculus --
|g App. B.
|t Probability.
|
| 650 |
|
0 |
|a Finance
|x Mathematical models.
|0 http://id.loc.gov/authorities/subjects/sh85048260
|
| 650 |
|
0 |
|a Pricing
|x Mathematical models.
|0 http://id.loc.gov/authorities/subjects/sh2010108199
|
| 650 |
|
0 |
|a Risk management
|x Mathematical models.
|0 http://id.loc.gov/authorities/subjects/sh2008110811
|
| 650 |
|
0 |
|a Derivative securities
|x Mathematics.
|
| 650 |
|
7 |
|a Derivative securities
|x Mathematics.
|2 fast
|0 http://id.worldcat.org/fast/fst00891027
|
| 650 |
|
7 |
|a Finance
|x Mathematical models.
|2 fast
|0 http://id.worldcat.org/fast/fst00924398
|
| 650 |
|
7 |
|a Pricing
|x Mathematical models.
|2 fast
|0 http://id.worldcat.org/fast/fst01076236
|
| 650 |
|
7 |
|a Risk management
|x Mathematical models.
|2 fast
|0 http://id.worldcat.org/fast/fst01098179
|
| 901 |
|
|
|a ToCBNA
|
| 903 |
|
|
|a HeVa
|
| 035 |
|
|
|a (OCoLC)52257709
|
| 929 |
|
|
|a cat
|
| 999 |
f |
f |
|i 347331bd-81d9-5ac4-a945-59c6fd2ddf30
|s 0ea0d763-e4b5-5ac5-8674-15c05e4ca6aa
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| 928 |
|
|
|t Library of Congress classification
|a HG106 .C47 2004
|l ASR
|c ASR-SciASR
|i 4894203
|
| 927 |
|
|
|t Library of Congress classification
|a HG106 .C47 2004
|l ASR
|c ASR-SciASR
|e CRERAR
|b 71014274
|i 7930151
|
