Stochastic calculus for finance: 1 The binomial asset pricing model
Saved in:
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Berlin [u.a.]
Springer
2004
|
| Series: | Springer finance : Textbook
|
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Physical Description: | XV, 187 S. graph. Darst. |
| ISBN: | 9780387249681 0387401008 9780387401003 |
Staff View
MARC
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Record in the Search Index
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| 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. |
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| callnumber-label | HG106 |
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| callnumber-search | HG106.S57 2003 |
| callnumber-sort | HG 3106 S57 42003 |
| callnumber-subject | HG - Finance |
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| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
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| dewey-search | 332.0151922 332/.01/51922 22 |
| dewey-sort | 3332.0151922 |
| dewey-tens | 330 - Economics |
| discipline | Mathematik Wirtschaftswissenschaften |
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| indexdate | 2024-07-09T19:58:18Z |
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| isbn | 9780387249681 0387401008 9780387401003 |
| language | English |
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| physical | XV, 187 S. graph. Darst. |
| publishDate | 2004 |
| publishDateSearch | 2004 |
| publishDateSort | 2004 |
| publisher | Springer |
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| 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 |
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