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161118s2016 enk ob 001 0 eng d |
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|a IDEBK
|b eng
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|c IDEBK
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|d OCLCO
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|a 962824636
|a 963719513
|a 964546325
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|a 9780081020869
|q (electronic bk.)
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|a 0081020864
|q (electronic bk.)
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|z 9781785481987
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|z 1785481983
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| 035 |
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|a (OCoLC)963677013
|z (OCoLC)962824636
|z (OCoLC)963719513
|z (OCoLC)964546325
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|a HG176.5
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|a 330.1/5195
|2 23
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| 100 |
1 |
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|a Mackevi�cius, Vigirdas,
|e author.
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| 245 |
1 |
0 |
|a Stochastic models of financial mathematics /
|c Vigirdas Mackevi�cius.
|
| 264 |
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1 |
|a London :
|b ISTE Press,
|c 2016.
|
| 300 |
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|a 1 online resource (132)
|
| 336 |
|
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|a text
|b txt
|2 rdacontent
|
| 337 |
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|a computer
|b c
|2 rdamedia
|
| 338 |
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|a online resource
|b cr
|2 rdacarrier
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| 490 |
1 |
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|a Optimization in insurance and finance set
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| 588 |
0 |
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|a Online resource; title from PDF title page (EBSCO, viewed December 28, 2016).
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| 504 |
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|a Includes bibliographical references and index.
|
| 505 |
0 |
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|a Front Cover ; Stochastic Models of Financial Mathematics; Copyright ; Contents; Preface; Notations; Chapter 1. Overview of the Basics of Stochastic Analysis; 1.1. Brownian motion; 1.2. Stochastic integrals; 1.3. Martingales, It�o processes and general It�o's formula; 1.4. Stochastic differential equations; 1.5. Change of probability: the Girsanov theorem; Chapter 2. The Black-Scholes Model; 2.1. Introduction: what is an option?; 2.2. Self-financing strategies; 2.3. Option pricing problem: the Black-Scholes model; 2.4. The Black-Scholes formula.
|
| 505 |
8 |
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|a 2.5. Risk-neutral probabilities: alternative derivation of the Black-Scholes formula2.6. American options in the Black-Scholes model; 2.7. Exotic options; Chapter 3. Models of Interest Rates; 3.1. Modeling principles; 3.2. The Va�s�i�cek model; 3.3. The Cox-Ingersoll-Ross model; 3.4. The Heath-Jarrow-Morton model; Bibliography; Index; Back Cover.
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| 650 |
|
0 |
|a Finance
|x Mathematical models.
|
| 650 |
|
0 |
|a Stochastic processes.
|
| 650 |
|
0 |
|a Investments
|x Mathematics.
|
| 650 |
|
6 |
|a Finances
|x Mod�eles math�ematiques.
|0 (CaQQLa)201-0047861
|
| 650 |
|
6 |
|a Processus stochastiques.
|0 (CaQQLa)201-0002663
|
| 650 |
|
6 |
|a Investissements
|x Math�ematiques.
|0 (CaQQLa)201-0045021
|
| 650 |
|
7 |
|a BUSINESS & ECONOMICS
|x Finance.
|2 bisacsh
|
| 650 |
|
7 |
|a BUSINESS & ECONOMICS
|x Economics
|x General.
|2 bisacsh
|
| 650 |
|
7 |
|a BUSINESS & ECONOMICS
|x Reference.
|2 bisacsh
|
| 650 |
|
7 |
|a Finance
|x Mathematical models
|2 fast
|0 (OCoLC)fst00924398
|
| 650 |
|
7 |
|a Investments
|x Mathematics
|2 fast
|0 (OCoLC)fst00978278
|
| 650 |
|
7 |
|a Stochastic processes
|2 fast
|0 (OCoLC)fst01133519
|
| 776 |
0 |
8 |
|i Print version:
|a Mackevicius, Vigirdas.
|t Stochastic Models of Financial Mathematics.
|d San Diego : Elsevier Science, �2016
|z 9781785481987
|
| 830 |
|
0 |
|a Optimization in insurance and finance set.
|
| 856 |
4 |
0 |
|u https://sciencedirect.uam.elogim.com/science/book/9781785481987
|z Texto completo
|
