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|a 2005930379
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| 015 |
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|a GBA4W8466
|2 bnb
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| 020 |
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|a 3540434313 (hardcover : alk. paper)
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| 024 |
3 |
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|a 9783540434313
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| 040 |
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|a DLC
|c DLC
|d UKM
|d BAKER
|d MUB
|d HNK
|d IXA
|d UtOrBLW
|d OrLoB-B
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|a pcc
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|a HG106
|b .M35 2006
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|a 332.01/519232
|2 22
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| 082 |
0 |
4 |
|a 519.23
|2 22
|
| 100 |
1 |
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|a Malliavin, Paul,
|d 1925-2010
|0 http://id.loc.gov/authorities/names/n82120764
|1 http://viaf.org/viaf/29617239
|
| 245 |
1 |
0 |
|a Stochastic calculus of variations in mathematical finance /
|c Paul Malliavin, Anton Thalmaier.
|
| 260 |
|
|
|a Berlin ;
|a New York, NY :
|b Springer,
|c c2006.
|
| 300 |
|
|
|a xi, 142 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
|
| 440 |
|
0 |
|a Springer finance
|
| 504 |
|
|
|a Includes bibliographical references (p. [127]-138) and index.
|
| 505 |
0 |
0 |
|g 1.
|t Gaussian stochastic calculus of variations --
|g 2.
|t Computation of Greeks and integration by parts formulae --
|g 3.
|t Market equilibrium and price-volatility feedback rate --
|g 4.
|t Multivariate conditioning and regularity of law --
|g 5.
|t Non-elliptic markets and instability in HJM models --
|g 6.
|t Insider trading --
|g 7.
|t Asymptotic expansion and weak convergence --
|g 8.
|t Stochastic calculus of variations for markets with jumps --
|g A.
|t Volatility estimation by Fourier expansion --
|g B.
|t Strong Monte-Carlo approximation of an elliptic market --
|g C.
|t Numerical implementation of the price-volatility feedback rate.
|
| 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 |
|
7 |
|a Finance
|x Mathematical models.
|2 fast
|0 http://id.worldcat.org/fast/fst00924398
|
| 650 |
|
7 |
|a Stochastic processes.
|2 fast
|0 http://id.worldcat.org/fast/fst01133519
|
| 700 |
1 |
|
|a Thalmaier, Anton.
|0 http://id.loc.gov/authorities/names/n91000871
|1 http://viaf.org/viaf/59177629
|
| 901 |
|
|
|a ToCBNA
|
| 903 |
|
|
|a HeVa
|
| 035 |
|
|
|a (OCoLC)62531490
|
| 929 |
|
|
|a cat
|
| 999 |
f |
f |
|i 1f08ee80-c837-5bd7-a76f-a46e37972027
|s 7786873f-65d3-57d8-9288-caede72de882
|
| 928 |
|
|
|t Library of Congress classification
|a QA274.2 .M35 2006
|l JCL
|c JCL-Sci
|i 4992969
|
| 927 |
|
|
|t Library of Congress classification
|a QA274.2 .M35 2006
|l JCL
|c JCL-Sci
|e CRERAR
|b 57059960
|i 7960939
|
