Introduction to the mathematics of finance:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Providence, R.I.
American Mathematical Society
2006
|
| Schriftenreihe: | Graduate studies in mathematics
72 |
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | VIII, 150 S. |
| ISBN: | 0821839039 9780821839034 |
Internformat
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| 100 | 1 | |a Williams, Ruth J. |d 1955- |e Verfasser |0 (DE-588)172452910 |4 aut | |
| 245 | 1 | 0 | |a Introduction to the mathematics of finance |c R. J. Williams |
| 264 | 1 | |a Providence, R.I. |b American Mathematical Society |c 2006 | |
| 300 | |a VIII, 150 S. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 490 | 1 | |a Graduate studies in mathematics |v 72 | |
| 650 | 4 | |a Finances - Modèles mathématiques - Manuels | |
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| 650 | 7 | |a Matemática financeira |2 larpcal | |
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Datensatz im Suchindex
| _version_ | 1804135443200999424 |
|---|---|
| adam_text | Contents
Preface YJi
Chapter
1.1.
1.2.
1.3.
Chapter
2.1.
2.2.
2.3.
2.4.
Chapter
3.1.
3.2.
3.3.
3.4.
3.5.
3.6.
3.7.
Chapter
4.1.
4.2.
vi
4.3.
4.4.
4.5.
4.6.
4.7.
4.8.
4.9.
4.10.
Chapter
5.1.
5.2.
5.3.
5.4.
5.5.
5.6.
5.7.
5.8.
Appendix A. Conditional Expectation and Xp-Spaces
Appendix B. Discrete Time Stochastic Processes
Appendix C. Continuous Time Stochastic Processes
Appendix D. Brownian Motion and Stochastic Integration
D.I.
D.2. Stochastic Integrals (with respect to Brownian motion)
D.3.
D.4.
D.5. Girsanov Transformation
D.6. Martingale Representation Theorem
Bibliography
Index
|
| adam_txt |
Contents
Preface YJi
Chapter
1.1.
1.2.
1.3.
Chapter
2.1.
2.2.
2.3.
2.4.
Chapter
3.1.
3.2.
3.3.
3.4.
3.5.
3.6.
3.7.
Chapter
4.1.
4.2.
vi
4.3.
4.4.
4.5.
4.6.
4.7.
4.8.
4.9.
4.10.
Chapter
5.1.
5.2.
5.3.
5.4.
5.5.
5.6.
5.7.
5.8.
Appendix A. Conditional Expectation and Xp-Spaces
Appendix B. Discrete Time Stochastic Processes
Appendix C. Continuous Time Stochastic Processes
Appendix D. Brownian Motion and Stochastic Integration
D.I.
D.2. Stochastic Integrals (with respect to Brownian motion)
D.3.
D.4.
D.5. Girsanov Transformation
D.6. Martingale Representation Theorem
Bibliography
Index |
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| author | Williams, Ruth J. 1955- |
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| callnumber-first | H - Social Science |
| callnumber-label | HG106 |
| callnumber-raw | HG106 |
| callnumber-search | HG106 |
| callnumber-sort | HG 3106 |
| callnumber-subject | HG - Finance |
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| ctrlnum | (OCoLC)62326883 (DE-599)BVBBV021641123 |
| dewey-full | 332.01/513 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.01/513 |
| dewey-search | 332.01/513 |
| dewey-sort | 3332.01 3513 |
| dewey-tens | 330 - Economics |
| discipline | Mathematik Wirtschaftswissenschaften |
| discipline_str_mv | Mathematik Wirtschaftswissenschaften |
| format | Book |
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| index_date | 2024-07-02T15:00:01Z |
| indexdate | 2024-07-09T20:40:35Z |
| institution | BVB |
| isbn | 0821839039 9780821839034 |
| language | English |
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| physical | VIII, 150 S. |
| publishDate | 2006 |
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| publisher | American Mathematical Society |
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| series | Graduate studies in mathematics |
| series2 | Graduate studies in mathematics |
| spelling | Williams, Ruth J. 1955- Verfasser (DE-588)172452910 aut Introduction to the mathematics of finance R. J. Williams Providence, R.I. American Mathematical Society 2006 VIII, 150 S. txt rdacontent n rdamedia nc rdacarrier Graduate studies in mathematics 72 Finances - Modèles mathématiques - Manuels Finanças (modelos matemáticos) larpcal Matemática financeira larpcal Mathematisches Modell Finance Mathematical models Textbooks Finanzmathematik (DE-588)4017195-4 gnd rswk-swf (DE-588)4151278-9 Einführung gnd-content Finanzmathematik (DE-588)4017195-4 s DE-604 Erscheint auch als Online-Ausgabe 978-1-4704-1805-2 Graduate studies in mathematics 72 (DE-604)BV009739289 72 Digitalisierung UB Regensburg application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=014855902&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Williams, Ruth J. 1955- Introduction to the mathematics of finance Graduate studies in mathematics Finances - Modèles mathématiques - Manuels Finanças (modelos matemáticos) larpcal Matemática financeira larpcal Mathematisches Modell Finance Mathematical models Textbooks Finanzmathematik (DE-588)4017195-4 gnd |
| subject_GND | (DE-588)4017195-4 (DE-588)4151278-9 |
| title | Introduction to the mathematics of finance |
| title_auth | Introduction to the mathematics of finance |
| title_exact_search | Introduction to the mathematics of finance |
| title_exact_search_txtP | Introduction to the mathematics of finance |
| title_full | Introduction to the mathematics of finance R. J. Williams |
| title_fullStr | Introduction to the mathematics of finance R. J. Williams |
| title_full_unstemmed | Introduction to the mathematics of finance R. J. Williams |
| title_short | Introduction to the mathematics of finance |
| title_sort | introduction to the mathematics of finance |
| topic | Finances - Modèles mathématiques - Manuels Finanças (modelos matemáticos) larpcal Matemática financeira larpcal Mathematisches Modell Finance Mathematical models Textbooks Finanzmathematik (DE-588)4017195-4 gnd |
| topic_facet | Finances - Modèles mathématiques - Manuels Finanças (modelos matemáticos) Matemática financeira Mathematisches Modell Finance Mathematical models Textbooks Finanzmathematik Einführung |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=014855902&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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