Stochastic calculus for finance: 1 The binomial asset pricing model
Gespeichert in:
1. Verfasser: | |
---|---|
Format: | Buch |
Sprache: | English |
Veröffentlicht: |
Berlin [u.a.]
Springer
2004
|
Schriftenreihe: | Springer finance : Textbook
|
Schlagworte: | |
Online-Zugang: | Inhaltsverzeichnis |
Beschreibung: | XV, 187 S. graph. Darst. |
ISBN: | 9780387249681 0387401008 9780387401003 |
Internformat
MARC
LEADER | 00000nam a2200000 cc4500 | ||
---|---|---|---|
001 | BV019352386 | ||
003 | DE-604 | ||
005 | 20130820 | ||
007 | t | ||
008 | 040802s2004 xxud||| |||| 00||| eng d | ||
020 | |a 9780387249681 |9 978-0-387-24968-1 | ||
020 | |a 0387401008 |9 0-387-40100-8 | ||
020 | |a 9780387401003 |9 978-0-387-40100-3 | ||
035 | |a (OCoLC)699762161 | ||
035 | |a (DE-599)BVBBV019352386 | ||
040 | |a DE-604 |b ger | ||
041 | 0 | |a eng | |
044 | |a xxu |c XD-US | ||
049 | |a DE-355 |a DE-91 |a DE-91G |a DE-573 |a DE-19 |a DE-824 |a DE-20 |a DE-1051 |a DE-29 |a DE-29T |a DE-92 |a DE-706 |a DE-739 |a DE-945 |a DE-521 |a DE-703 |a DE-83 |a DE-634 |a DE-11 |a DE-188 |a DE-523 |a DE-1049 |a DE-861 | ||
050 | 0 | |a HG106.S57 2003 | |
082 | 0 | |a 332.0151922 |2 22 | |
082 | 0 | |a 332/.01/51922 22 | |
084 | |a QH 237 |0 (DE-625)141552: |2 rvk | ||
084 | |a SK 820 |0 (DE-625)143258: |2 rvk | ||
084 | |a SK 850 |0 (DE-625)143263: |2 rvk | ||
100 | 1 | |a Shreve, Steven E. |e Verfasser |0 (DE-588)140840451 |4 aut | |
245 | 1 | 0 | |a Stochastic calculus for finance |n 1 |p The binomial asset pricing model |c Steven E. Shreve |
264 | 1 | |a Berlin [u.a.] |b Springer |c 2004 | |
300 | |a XV, 187 S. |b graph. Darst. | ||
336 | |b txt |2 rdacontent | ||
337 | |b n |2 rdamedia | ||
338 | |b nc |2 rdacarrier | ||
490 | 0 | |a Springer finance : Textbook | |
650 | 4 | |a Mathematisches Modell | |
650 | 4 | |a Finance -- Mathematical models -- Textbooks | |
650 | 4 | |a Stochastic analysis -- Textbooks | |
650 | 0 | 7 | |a Finanzmathematik |0 (DE-588)4017195-4 |2 gnd |9 rswk-swf |
650 | 0 | 7 | |a Stochastisches Modell |0 (DE-588)4057633-4 |2 gnd |9 rswk-swf |
650 | 0 | 7 | |a Optionspreistheorie |0 (DE-588)4135346-8 |2 gnd |9 rswk-swf |
689 | 0 | 0 | |a Finanzmathematik |0 (DE-588)4017195-4 |D s |
689 | 0 | 1 | |a Stochastisches Modell |0 (DE-588)4057633-4 |D s |
689 | 0 | 2 | |a Optionspreistheorie |0 (DE-588)4135346-8 |D s |
689 | 0 | |5 DE-604 | |
773 | 0 | 8 | |w (DE-604)BV019352359 |g 1 |
856 | 4 | 2 | |m Digitalisierung UB Regensburg |q application/pdf |u http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=012816421&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |3 Inhaltsverzeichnis |
999 | |a oai:aleph.bib-bvb.de:BVB01-012816421 |
Datensatz im Suchindex
_version_ | 1804132782921744384 |
---|---|
adam_text | Contents
The Binomial No-Arbitrage Pricing Model
1.1
1.2
1.3
1.4
1.5
1.6
Probability Theory on Coin Toss Space
2.1
2.2
2.3
2.4
2.5
2.6
2.7
2.8
State Prices
3.1
3.2
3.3
3.4
3.5
3.6
American Derivative Securities
4.1
4.2
4.3
4.4
X
4.5 American
4.6
4.7
4.8
5
5.1
5.2
5.3
5.4
5.5
5.6
5.7
6
6.1
6.2
6.3
6.4
6.5
6.6
6.7
6.8
Proof of Fundamental Properties of
Conditional Expectations
References
Index
|
any_adam_object | 1 |
author | Shreve, Steven E. |
author_GND | (DE-588)140840451 |
author_facet | Shreve, Steven E. |
author_role | aut |
author_sort | Shreve, Steven E. |
author_variant | s e s se ses |
building | Verbundindex |
bvnumber | BV019352386 |
callnumber-first | H - Social Science |
callnumber-label | HG106 |
callnumber-raw | HG106.S57 2003 |
callnumber-search | HG106.S57 2003 |
callnumber-sort | HG 3106 S57 42003 |
callnumber-subject | HG - Finance |
classification_rvk | QH 237 SK 820 SK 850 |
ctrlnum | (OCoLC)699762161 (DE-599)BVBBV019352386 |
dewey-full | 332.0151922 332/.01/5192222 |
dewey-hundreds | 300 - Social sciences |
dewey-ones | 332 - Financial economics |
dewey-raw | 332.0151922 332/.01/51922 22 |
dewey-search | 332.0151922 332/.01/51922 22 |
dewey-sort | 3332.0151922 |
dewey-tens | 330 - Economics |
discipline | Mathematik Wirtschaftswissenschaften |
format | Book |
fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>02176nam a2200517 cc4500</leader><controlfield tag="001">BV019352386</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20130820 </controlfield><controlfield tag="007">t</controlfield><controlfield tag="008">040802s2004 xxud||| |||| 00||| eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9780387249681</subfield><subfield code="9">978-0-387-24968-1</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">0387401008</subfield><subfield code="9">0-387-40100-8</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9780387401003</subfield><subfield code="9">978-0-387-40100-3</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)699762161</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV019352386</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="044" ind1=" " ind2=" "><subfield code="a">xxu</subfield><subfield code="c">XD-US</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-355</subfield><subfield code="a">DE-91</subfield><subfield code="a">DE-91G</subfield><subfield code="a">DE-573</subfield><subfield code="a">DE-19</subfield><subfield code="a">DE-824</subfield><subfield code="a">DE-20</subfield><subfield code="a">DE-1051</subfield><subfield code="a">DE-29</subfield><subfield code="a">DE-29T</subfield><subfield code="a">DE-92</subfield><subfield code="a">DE-706</subfield><subfield code="a">DE-739</subfield><subfield code="a">DE-945</subfield><subfield code="a">DE-521</subfield><subfield code="a">DE-703</subfield><subfield code="a">DE-83</subfield><subfield code="a">DE-634</subfield><subfield code="a">DE-11</subfield><subfield code="a">DE-188</subfield><subfield code="a">DE-523</subfield><subfield code="a">DE-1049</subfield><subfield code="a">DE-861</subfield></datafield><datafield tag="050" ind1=" " ind2="0"><subfield code="a">HG106.S57 2003</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">332.0151922</subfield><subfield code="2">22</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">332/.01/51922 22</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QH 237</subfield><subfield code="0">(DE-625)141552:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">SK 820</subfield><subfield code="0">(DE-625)143258:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">SK 850</subfield><subfield code="0">(DE-625)143263:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Shreve, Steven E.</subfield><subfield code="e">Verfasser</subfield><subfield code="0">(DE-588)140840451</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Stochastic calculus for finance</subfield><subfield code="n">1</subfield><subfield code="p">The binomial asset pricing model</subfield><subfield code="c">Steven E. Shreve</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Berlin [u.a.]</subfield><subfield code="b">Springer</subfield><subfield code="c">2004</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">XV, 187 S.</subfield><subfield code="b">graph. Darst.</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">n</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">nc</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="0" ind2=" "><subfield code="a">Springer finance : Textbook</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Mathematisches Modell</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Finance -- Mathematical models -- Textbooks</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Stochastic analysis -- Textbooks</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Finanzmathematik</subfield><subfield code="0">(DE-588)4017195-4</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Stochastisches Modell</subfield><subfield code="0">(DE-588)4057633-4</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Optionspreistheorie</subfield><subfield code="0">(DE-588)4135346-8</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">Finanzmathematik</subfield><subfield code="0">(DE-588)4017195-4</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="1"><subfield code="a">Stochastisches Modell</subfield><subfield code="0">(DE-588)4057633-4</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="2"><subfield code="a">Optionspreistheorie</subfield><subfield code="0">(DE-588)4135346-8</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="5">DE-604</subfield></datafield><datafield tag="773" ind1="0" ind2="8"><subfield code="w">(DE-604)BV019352359</subfield><subfield code="g">1</subfield></datafield><datafield tag="856" ind1="4" ind2="2"><subfield code="m">Digitalisierung UB Regensburg</subfield><subfield code="q">application/pdf</subfield><subfield code="u">http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=012816421&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA</subfield><subfield code="3">Inhaltsverzeichnis</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-012816421</subfield></datafield></record></collection> |
id | DE-604.BV019352386 |
illustrated | Illustrated |
indexdate | 2024-07-09T19:58:18Z |
institution | BVB |
isbn | 9780387249681 0387401008 9780387401003 |
language | English |
oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-012816421 |
oclc_num | 699762161 |
open_access_boolean | |
owner | DE-355 DE-BY-UBR DE-91 DE-BY-TUM DE-91G DE-BY-TUM DE-573 DE-19 DE-BY-UBM DE-824 DE-20 DE-1051 DE-29 DE-29T DE-92 DE-706 DE-739 DE-945 DE-521 DE-703 DE-83 DE-634 DE-11 DE-188 DE-523 DE-1049 DE-861 |
owner_facet | DE-355 DE-BY-UBR DE-91 DE-BY-TUM DE-91G DE-BY-TUM DE-573 DE-19 DE-BY-UBM DE-824 DE-20 DE-1051 DE-29 DE-29T DE-92 DE-706 DE-739 DE-945 DE-521 DE-703 DE-83 DE-634 DE-11 DE-188 DE-523 DE-1049 DE-861 |
physical | XV, 187 S. graph. Darst. |
publishDate | 2004 |
publishDateSearch | 2004 |
publishDateSort | 2004 |
publisher | Springer |
record_format | marc |
series2 | Springer finance : Textbook |
spelling | Shreve, Steven E. Verfasser (DE-588)140840451 aut Stochastic calculus for finance 1 The binomial asset pricing model Steven E. Shreve Berlin [u.a.] Springer 2004 XV, 187 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Springer finance : Textbook Mathematisches Modell Finance -- Mathematical models -- Textbooks Stochastic analysis -- Textbooks Finanzmathematik (DE-588)4017195-4 gnd rswk-swf Stochastisches Modell (DE-588)4057633-4 gnd rswk-swf Optionspreistheorie (DE-588)4135346-8 gnd rswk-swf Finanzmathematik (DE-588)4017195-4 s Stochastisches Modell (DE-588)4057633-4 s Optionspreistheorie (DE-588)4135346-8 s DE-604 (DE-604)BV019352359 1 Digitalisierung UB Regensburg application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=012816421&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
spellingShingle | Shreve, Steven E. Stochastic calculus for finance Mathematisches Modell Finance -- Mathematical models -- Textbooks Stochastic analysis -- Textbooks Finanzmathematik (DE-588)4017195-4 gnd Stochastisches Modell (DE-588)4057633-4 gnd Optionspreistheorie (DE-588)4135346-8 gnd |
subject_GND | (DE-588)4017195-4 (DE-588)4057633-4 (DE-588)4135346-8 |
title | Stochastic calculus for finance |
title_auth | Stochastic calculus for finance |
title_exact_search | Stochastic calculus for finance |
title_full | Stochastic calculus for finance 1 The binomial asset pricing model Steven E. Shreve |
title_fullStr | Stochastic calculus for finance 1 The binomial asset pricing model Steven E. Shreve |
title_full_unstemmed | Stochastic calculus for finance 1 The binomial asset pricing model Steven E. Shreve |
title_short | Stochastic calculus for finance |
title_sort | stochastic calculus for finance the binomial asset pricing model |
topic | Mathematisches Modell Finance -- Mathematical models -- Textbooks Stochastic analysis -- Textbooks Finanzmathematik (DE-588)4017195-4 gnd Stochastisches Modell (DE-588)4057633-4 gnd Optionspreistheorie (DE-588)4135346-8 gnd |
topic_facet | Mathematisches Modell Finance -- Mathematical models -- Textbooks Stochastic analysis -- Textbooks Finanzmathematik Stochastisches Modell Optionspreistheorie |
url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=012816421&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
volume_link | (DE-604)BV019352359 |
work_keys_str_mv | AT shrevestevene stochasticcalculusforfinance1 |