Introduction to quantitative finance: a math tool kit
Mathematical logic -- Number systems and functions -- Euclidean and other spaces -- Set theory and topology -- Sequences and their convergence -- Series and their convergence -- Discrete probability theory -- Fundamental probablility theorems -- Calculus I : differentiation -- Calculus II : integrat...
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| Format: | Book |
| Language: | English |
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Cambridge, MA [u.a.]
MIT Press
2010
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| Online Access: | Inhaltsverzeichnis |
| Summary: | Mathematical logic -- Number systems and functions -- Euclidean and other spaces -- Set theory and topology -- Sequences and their convergence -- Series and their convergence -- Discrete probability theory -- Fundamental probablility theorems -- Calculus I : differentiation -- Calculus II : integration |
| Item Description: | Erg. bildet: Reitano, Robert R.: Student solutions manual to accompany Introduction to quantitative finance |
| Physical Description: | XXXIV, 709 S. graph. Darst. |
| ISBN: | 9780262013697 |
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| 245 | 1 | 0 | |a Introduction to quantitative finance |b a math tool kit |c Robert R. Reitano |
| 246 | 1 | 3 | |a Quantitative finance |
| 264 | 1 | |a Cambridge, MA [u.a.] |b MIT Press |c 2010 | |
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| 500 | |a Erg. bildet: Reitano, Robert R.: Student solutions manual to accompany Introduction to quantitative finance | ||
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| adam_text | INTRODUCTION TO QUANTITATIVE FINANCE A MATH TOOL KIT ROBERT R. REITANO
THE MIT PRESS CAMBRIDGE, MASSACHUSETTS LONDON, ENGLAND CONTENTS LIST OF
FIGURES AND TABLES XIX INTRODUCTION XXI 1 MATHEMATICAL LOGIC 1 1.1
INTRODUCTION 1 1.2 AXIOMATIC THEORY 4 1.3 INFERENCES ^ 6 1.4 PARADOXES 7
1.5 PROPOSITIONAL LOGIC 10 1.5.1 TRUTH TABLES 10 1.5.2 FRAMEWORK OF A
PROOF 15 1.5.3 METHODS OF PROOF 17 THE DIRECT PROOF 19 PROOF BY
CONTRADICTION 19 PROOF BY INDUCTION 21 *1.6 MATHEMATICAL LOGIC 23 1.7
APPLICATIONS TO FINANCE 24 EXERCISES 27 2 NUMBER SYSTEMS AND FUNCTIONS
31 2.1 NUMBERS: PROPERTIES AND STRUCTURES 31 2.1.1 INTRODUCTION 31 2.1.2
NATURAL NUMBERS 32 2.1.3 INTEGERS 37 2.1.4 RATIONAL NUMBERS 38 2.1.5
REAL NUMBERS 41 *2.1.6 COMPLEX NUMBERS 44 2.2 FUNCTIONS 49 2.3
APPLICATIONS TO FINANCE 51 2.3.1 NUMBER SYSTEMS 51 2.3.2 FUNCTIONS 54
PRESENT VALUE FUNCTIONS , 54 ACCUMULATED VALUE FUNCTIONS 55 NOMINAL
INTEREST RATE CONVERSION FUNCTIONS 56 BOND-PRICING FUNCTIONS 57 CONTENTS
MORTGAGE- AND LOAN-PRICING FUNCTIONS 59 PREFERRED STOCK-PRICING
FUNCTIONS 59 COMMON STOCK-PRICING FUNCTIONS 60 PORTFOLIO RETURN
FUNCTIONS 61 FORWARD-PRICING FUNCTIONS 62 EXERCISES 64 3 EUCLIDEAN AND
OTHER SPACES 71 3.1 EUCLIDEAN SPACE 71 3.1.1 STRUCTURE AND ARITHMETIC
71 3.1.2 STANDARD NORM AND INNER PRODUCT FOR IR 73 *3.1.3 STANDARD NORM
AND INNER PRODUCT FOR C 74 3.1.4 NORM AND INNER PRODUCT INEQUALITIES
FOR R 75 *3.1.5 OTHER NORMS AND NORM INEQUALITIES FOR W 11 3.2 METRIC
SPACES 82 3.2.1 BASIC NOTIONS 82 3.2.2 METRICS AND NORMS COMPARED 84
*3.2.3 EQUIVALENCE OF METRICS 88 3.3 APPLICATIONS TO FINANCE 93 3.3.1
EUCLIDEAN SPACE 93 ASSET ALLOCATION VECTORS 94 INTEREST RATE TERM
STRUCTURES 95 BOND YIELD VECTOR RISK ANALYSIS 99 CASH FLOW VECTORS AND
ALM 100 3.3.2 METRICS AND NORMS 101 SAMPLE STATISTICS 101 CONSTRAINED
OPTIMIZATION 103 TRACTABILITY OF THE L P -NORMS: AN OPTIMIZATION EXAMPLE
105 GENERAL OPTIMIZATION FRAMEWORK 110 EXERCISES 112 4 SET THEORY AND
TOPOLOGY 117 4.1 SET THEORY 117 4.1.1 HISTORICAL BACKGROUND 117 *4.1.2
OVERVIEW OF AXIOMATIC SET THEORY 118 4.1.3 BASIC SET OPERATIONS 121 4.2
OPEN, CLOSED, AND OTHER SETS 122 CONTENTS 4.2.1 OPEN AND CLOSED SUBSETS
OF IR 122 4.2.2 OPEN AND CLOSED SUBSETS OF IR 127 *4.2.3 OPEN AND
CLOSED SUBSETS IN METRIC SPACES 128 *4.2.4 OPEN AND CLOSED SUBSETS IN
GENERAL SPACES 129 4.2.5 OTHER PROPERTIES OF SUBSETS OF A METRIC SPACE
130 4.3 APPLICATIONS TO FINANCE . 134 4.3.1 SET THEORY V --*- 134 4.3.2
CONSTRAINED OPTIMIZATION AND COMPACTNESS 135 4.3.3 YIELD OF A SECURITY
137 EXERCISES , 139 5 SEQUENCES AND THEIR CONVERGENCE 145 5.1 NUMERICAL
SEQUENCES 145 5.1.1 DEFINITION AND EXAMPLES 145 5.1.2 CONVERGENCE OF
SEQUENCES 146 5.1.3 PROPERTIES OF LIMITS 149 *5.2 LIMITS SUPERIOR AND
INFERIOR 152 *5.3 GENERAL METRIC SPACE SEQUENCES 157 5.4 CAUCHY
SEQUENCES 162 5.4.1 DEFINITION AND PROPERTIES 162 *5.4.2 COMPLETE METRIC
SPACES 165 5.5 APPLICATIONS TO FINANCE 167 5.5.1 BOND YIELD TO MATURITY
167 5.5.2 INTERVAL BISECTION ASSUMPTIONS ANALYSIS 170 EXERCISES 172 177
177 177 178 180 184 190 196 196 199 202 6 SERIES AND THEIR CONVERGENCE
6.1 NUMERICAL SERIES 6. 6, 6. *6. 6. .1. .1. .1. .1. .1. 6.2 TH( 6. *6.
*6 .2. .2. .2. .1 .2 .3 .4 .5 DEFINITIONS PROPERTIES OF CONVERGENT
SERIES EXAMPLES OF SERIES REARRANGEMENTS OF SERIES TESTS OF CONVERGENCE
I /P-SPACES .1 .2 .3 DEFINITION AND BASIC PROPERTIES BANACH SPACE
HILBERT SPACE CONTENTS 6.3 POWER SERIES 206 *6.3.1 PRODUCT OF POWER
SERIES 209 *6.3.2 QUOTIENT OF POWER SERIES 212 6.4 APPLICATIONS TO
FINANCE 215 6.4.1 PERPETUAL SECURITY PRICING: PREFERRED STOCK 215 217
218 220 222 223 224 231 231 233 233 234 235 238 239 240 241 245 247 247
247 247 248 248 249 250 251 252 252 252 254 7. 7.1 7.2 7.3 7.4 6.4.2
6.4.3 6.4.4 6.4.5 6.4.6 PERPETUAL SECURITY PRICING: COMMON STOCK PRICE
OF AN INCREASING PERPETUITY PRICE OF AN INCREASING PAYMENT SECURITY
PRICE FUNCTION APPROXIMATION: ASSET ALLOCAT /P-SPACES: BANACH AND
HILBERT EXERCISES DISCRETE PROBABILITY THEORY THE NOTION OF RANDOMNESS
SAMPLE SPACES 7.2.1 7.2.2 7.2.3 7.2.4 7.2.5 7.2.6 *7.2.7 UNDEFINED
NOTIONS EVENTS PROBABILITY MEASURES CONDITIONAL PROBABILITIES LAW OF
TOTAL PROBABILITY INDEPENDENT EVENTS INDEPENDENT TRIALS: ONE SAMPLE
SPACE INDEPENDENT TRIALS: MULTIPLE SAMPLE SPACES COMBINATORICS 7.3.1
7.3.2 SIMPLE ORDERED SAMPLES WITH REPLACEMENT WITHOUT REPLACEMENT
GENERAL ORDERINGS TWO SUBSET TYPES BINOMIAL COEFFICIENTS THE BINOMIAL
THEOREM R SUBSET TYPES MULTINOMIAL THEOREM RANDOM VARIABLES 7.4.1 7.4.2
QUANTIFYING RANDOMNESS RANDOM VARIABLES AND PROBABILITY FUNCTIONS
CONTENTS 7.4.3 RANDOM VECTORS AND JOINT PROBABILITY FUNCTIONS 256 7.4.4
MARGINAL AND CONDITIONAL PROBABILITY FUNCTIONS 258 7.4.5 INDEPENDENT
RANDOM VARIABLES 261 7.5 EXPECTATIONS OF DISCRETE DISTRIBUTIONS 264
7.5.1 THEORETICAL MOMENTS 264 EXPECTED VALUES 264 CONDITIONAL AND
JOINT EXPECTATIONS * 266 268 268 271 274 274 274 275 277 278 280 282
286 287 288 290 292 293 296 299 301 307 307 307 310 313 314 314 317 7.6
7.7 7.8 *7.5.2 MEAN VARIANCE COVARIANCE AND CORRELATION GENERAL MOMENTS
GENERAL CENTRAL MOMENTS ABSOLUTE MOMENTS MOMENT-GENERATING FUNCTION
CHARACTERISTIC FUNCTION MOMENTS OF SAMPLE DATA SAMPLE MEAN SAMPLE
VARIANCE OTHER SAMPLE MOMENTS DISCRETE PROBABILITY DENSITY FUNCTIONS
7.6.1 7.6.2 7.6.3 7.6.4 7.6.5 7.6.6 DISCRETE RECTANGULAR DISTRIBUTION
BINOMIAL DISTRIBUTION GEOMETRIC DISTRIBUTION MULTINOMIAL DISTRIBUTION
NEGATIVE BINOMIAL DISTRIBUTION POISSON DISTRIBUTION GENERATING RANDOM
SAMPLES APPLICATIONS TO FINANCE 7.8.1 7.8.2 7.8.3 LOAN PORTFOLIO
DEFAULTS AND LOSSES INDIVIDUAL LOSS MODEL AGGREGATE LOSS MODEL INSURANCE
LOSS MODELS INSURANCE NET PREMIUM CALCULATIONS GENERALIZED GEOMETRIC AND
RELATED DISTRIBUTIONS LIFE INSURANCE SINGLE NET PREMIUM XII CONTENTS
PENSION BENEFIT SINGLE NET PREMIUM 318 LIFE INSURANCE PERIODIC NET
PREMIUMS 319 7.8.4 ASSET ALLOCATION FRAMEWORK 319 7.8.5 EQUITY PRICE
MODELS IN DISCRETE TIME 325 STOCK PRICE DATA ANALYSIS 325 BINOMIAL
LATTICE MODEL 326 BINOMIAL SCENARIO MODEL - - 328 7.8.6 DISCRETE TIME
EUROPEAN OPTION PRICING: LATTICE-BASED 329 ONE-PERIOD PRICING 329
MULTI-PERIOD PRICING 333 7.8.7 DISCRETE TIME EUROPEAN OPTION PRICING:
SCENARIO BASED 336 EXERCISES 337 8 FUNDAMENTAL PROBABILITY THEOREMS 347
8.1 UNIQUENESS OF THE M.G.F. AND C.F. 347 8.2 CHEBYSHEV S INEQUALITY 349
8.3 WEAK LAW OF LARGE NUMBERS 352 8.4 STRONG LAW OF LARGE NUMBERS 357
8.4.1 MODEL 1: INDEPENDENT {X N } 359 8.4.2 MODEL 2: DEPENDENT {X N }
360 8.4.3 THE STRONG LAW APPROACH 362 *8.4.4 KOLMOGOROV S INEQUALITY 363
*8.4.5 STRONG LAW OF LARGE NUMBERS 365 8.5 DE MOIVRE-LAPLACE THEOREM 368
8.5.1 STIRLING S FORMULA 371 8.5.2 DE MOIVRE-LAPLACE THEOREM 374 8.5.3
APPROXIMATING BINOMIAL PROBABILITIES I 376 8.6 THE NORMAL DISTRIBUTION
377 8.6.1 DEFINITION AND PROPERTIES 377 8.6.2 APPROXIMATING BINOMIAL
PROBABILITIES II 379 *8.7 THE CENTRAL LIMIT THEOREM 381 8.8 APPLICATIONS
TO FINANCE 386 8.8.1 INSURANCE CLAIM AND LOAN LOSS TAIL EVENTS 386
RISK-FREE ASSET PORTFOLIO 387 RISKY ASSETS 391 8.8.2 BINOMIAL LATTICE
EQUITY PRICE MODELS AS AT * 0 392 CONTENTS PARAMETER DEPENDENCE ON AT
394 DISTRIBUTIONAL DEPENDENCE ON AT 395 REAL WORLD BINOMIAL DISTRIBUTION
AS AT * 0 396 8.8.3 LATTICE-BASED EUROPEAN OPTION PRICES AS AT * 0
400 THE MODEL 400 EUROPEAN CALL OPTION ILLUSTRATION 402
BLACK-SCHOLES-MERTON OPTION-PRICING FORMULAS I 404 8.8.4 SCENARIO-BASED
EUROPEAN OPTION PRICES AS N * OO 406 THE MODEL 406 OPTION PRICE
ESTIMATES AS N * CO 407 SCENARIO-BASED PRICES AND REPLICATION 409
EXERCISES 411 9 CALCULUS I: DIFFERENTIATION 417 9.1 APPROXIMATING SMOOTH
FUNCTIONS 417 9.2 FUNCTIONS AND CONTINUITY 418 9.2.1 FUNCTIONS 418 9.2.2
THE NOTION OF CONTINUITY 420 THE MEANING OF DISCONTINUOUS 425 *THE
METRIC NOTION OF CONTINUITY 428 SEQUENTIAL CONTINUITY 429 9.2.3 BASIC
PROPERTIES OF CONTINUOUS FUNCTIONS 430 9.2.4 UNIFORM CONTINUITY 433
9.2.5 OTHER PROPERTIES OF CONTINUOUS FUNCTIONS 437 9.2.6 HOLDER AND
LIPSCHITZ CONTINUITY 439 BIG O AND LITTLE O CONVERGENCE 440 9.2.7
CONVERGENCE OF A SEQUENCE OF CONTINUOUS FUNCTIONS 442 *SERIES OF
FUNCTIONS 445 * INTERCHANGING LIMITS 445 *9.2.8 CONTINUITY AND TOPOLOGY
448 9.3 DERIVATIVES AND TAYLOR SERIES 450 9.3.1 IMPROVING AN
APPROXIMATION I 450 9.3.2 THE FIRST DERIVATIVE 452 9.3.3 CALCULATING
DERIVATIVES 454 A DISCUSSION OF E 461 9.3.4 PROPERTIES OF DERIVATIVES
462 CONTENTS 9.4 9.5 9.6 9.7 9.8 9.3.5 IMPROVING AN APPROXIMATION II
9.3.6 HIGHER ORDER DERIVATIVES 9.3.7 IMPROVING AN APPROXIMATION III:
TAYLOR SERIES APPROXIMATIONS ANALYTIC FUNCTIONS 9.3.8 TAYLOR SERIES
REMAINDER CONVERGENCE OF A SEQUENCE OF DERIVATIVES 9.4.1 SERIES OF
FUNCTIONS 9.4.2 DIFFERENTIABILITY OF POWER SERIES PRODUCT OF TAYLOR
SERIES *DIVISION OF TAYLOR SERIES CRITICAL POINT ANALYSIS 9.5.1
SECOND-DERIVATIVE TEST *9.5.2 CRITICAL POINTS OF TRANSFORMED FUNCTIONS
CONCAVE AND CONVEX FUNCTIONS 9.6.1 DEFINITIONS 9.6.2 JENSEN S INEQUALITY
APPROXIMATING DERIVATIVES 9.7.1 APPROXIMATING/ (X) 9.7.2
APPROXIMATING/ (X) 9.7.3 APPROXIMATING F^(X), N 2 APPLICATIONS TO
FINANCE 9.8.1 CONTINUITY OF PRICE FUNCTIONS 9.8.2 CONSTRAINED
OPTIMIZATION 9.8.3 INTERVAL BISECTION 9.8.4 MINIMAL RISK ASSET
ALLOCATION 9.8.5 DURATION AND CONVEXITY APPROXIMATIONS DOLLAR-BASED
MEASURES EMBEDDED OPTIONS RATE SENSITIVITY OF DURATION 9.8.6
ASSET-LIABILITY MANAGEMENT, SURPLUS IMMUNIZATION, TIME T = 0 SURPLUS
IMMUNIZATION, TIME T 0 SURPLUS RATIO IMMUNIZATION 9.8.7 THE GREEKS
465 466 467 470 473 478 481 481 486 487 488 488 490 494 494 500 504 504
504 505 505 505 507 507 508 509 511 512 513 514 518 519 520 521 CONTENTS
9.8.8 UTILITY THEORY 522 INVESTMENT CHOICES 523 INSURANCE CHOICES 523
GAMBLING CHOICES 524 UTILITY AND RISK AVERSION 524 EXAMPLES OF UTILITY
FUNCTIONS , 527 9.8.9 OPTIMAL RISKY ASSET ALLOCATION-_- 528 9.8.10
RISK-NEUTRAL BINOMIAL DISTRIBUTION AS AT - * 0 532 ANALYSIS OF THE
RISK-NEUTRAL PROBABILITY: Q(AT) 533 RISK-NEUTRAL BINOMIAL DISTRIBUTION
AS AT * 0 538 *9.8.11 SPECIAL RISK-AVERTER BINOMIAL DISTRIBUTION AS AT
* 0 543 ANALYSIS OF THE SPECIAL RISK-AVERTER PROBABILITY: Q{AT) 543
SPECIAL RISK-AVERTER BINOMIAL DISTRIBUTION AS AT * * 0 545 DETAILS OF
THE LIMITING RESULT 546 9.8.12 BLACK-SCHOLES-MERTON OPTION-PRICING
FORMULAS II 547 EXERCISES 549 10 CALCULUS H: INTEGRATION 559 10.1
SUMMING SMOOTH FUNCTIONS 559 10.2 RIEMANN INTEGRATION OF FUNCTIONS 560
10.2.1 RIEMANN INTEGRAL OF A CONTINUOUS FUNCTION 560 10.2.2 RIEMANN
INTEGRAL WITHOUT CONTINUITY 566 FINITELY MANY DISCONTINUITIES 566
* INFINITELY MANY DISCONTINUITIES 569 10.3 EXAMPLES OF THE RIEMANN
INTEGRAL 574 10.4 MEAN VALUE THEOREM FOR INTEGRALS 579 10.5 INTEGRALS
AND DERIVATIVES 581 10.5.1 THE INTEGRAL OF A DERIVATIVE 5 81 10.5.2 THE
DERIVATIVE OF AN INTEGRAL 585 10.6 IMPROPER INTEGRALS 587 10.6.1
DEFINITIONS 587 10.6.2 INTEGRAL TEST FOR SERIES CONVERGENCE 588 10.7
FORMULAIC INTEGRATION TRICKS 592 10.7.1 METHOD OF SUBSTITUTION 592
10.7.2 INTEGRATION BY PARTS 594 *10.7.3 WALLIS PRODUCT FORMULA 596
CONTENTS 10.8 TAYLOR SERIES WITH INTEGRAL REMAINDER 598 10.9 CONVERGENCE
OF A SEQUENCE OF INTEGRALS 602 10.9.1 REVIEW OF EARLIER CONVERGENCE
RESULTS 602 10.9.2 SEQUENCE OF CONTINUOUS FUNCTIONS 603 10.9.3 SEQUENCE
OF INTEGRABLE FUNCTIONS 605 10.9.4 SERIES OF FUNCTIONS 606 10.9.5
INTEGRABILITY OF POWER SERIES _-* . 607 10.10 NUMERICAL INTEGRATION 609
10.10.1 TRAPEZOIDAL RULE 609 10.10.2 SIMPSON S RULE 612 10.11 CONTINUOUS
PROBABILITY THEORY 613 10.11.1 PROBABILITY SPACE AND RANDOM VARIABLES
613 10.11.2 EXPECTATIONS OF CONTINUOUS DISTRIBUTIONS 618 * 10.11.3
DISCRETIZATION OF A CONTINUOUS DISTRIBUTION 620 10.11.4 COMMON
EXPECTATION FORMULAS 624 TH MOMENT 624 MEAN 624 NTH CENTRAL MOMENT 624
VARIANCE 624 STANDARD DEVIATION 625 MOMENT-GENERATING FUNCTION 625
CHARACTERISTIC FUNCTION 625 10.11.5 CONTINUOUS PROBABILITY DENSITY
FUNCTIONS 626 CONTINUOUS UNIFORM DISTRIBUTION 627 BETA DISTRIBUTION 628
EXPONENTIAL DISTRIBUTION 630 GAMMA DISTRIBUTION 630 CAUCHY DISTRIBUTION
632 NORMAL DISTRIBUTION 634 LOGNORMAL DISTRIBUTION 637 10.11.6
GENERATING RANDOM SAMPLES 640 10.12 APPLICATIONS TO FINANCE 641 10.12.1
CONTINUOUS DISCOUNTING 641 10.12.2 CONTINUOUS TERM STRUCTURES 644 BOND
YIELDS 644 CONTENTS FORWARD RATES 645 FIXED INCOME INVESTMENT FUND 646
SPOT RATES 648 10.12.3 CONTINUOUS STOCK DIVIDENDS AND REINVESTMENT 649
10.12.4 DURATION AND CONVEXITY APPROXIMATIONS 651 10.12.5 APPROXIMATING
THE INTEGRAL OF THE NORMAL DENSITY 654 POWER SERIES METHOD V - 655 UPPER
AND LOWER RIEMANN SUMS 656 TRAPEZOIDAL RULE 657 SIMPSON S RULE 658 *
10.12.6 GENERALIZED BLACK-SCHOLES-MERTON FORMULA 660 THE PIECEWISE
CONTINUITIZATION OF THE BINOMIAL DISTRIBUTION 664 THE
CONTINUITIZATION OF THE BINOMIAL DISTRIBUTION 666 THE LIMITING
DISTRIBUTION OF THE CONTINUITIZATION 668 THE GENERALIZED
BLACK-SCHOLES-MERTON FORMULA 671 EXERCISES 675 REFERENCES 685 INDEX 689
|
| any_adam_object | 1 |
| author | Reitano, Robert R. 1950- |
| author_GND | (DE-588)140952837 |
| author_facet | Reitano, Robert R. 1950- |
| author_role | aut |
| author_sort | Reitano, Robert R. 1950- |
| author_variant | r r r rr rrr |
| building | Verbundindex |
| bvnumber | BV036102434 |
| callnumber-first | H - Social Science |
| callnumber-label | HG106 |
| callnumber-raw | HG106 |
| callnumber-search | HG106 |
| callnumber-sort | HG 3106 |
| callnumber-subject | HG - Finance |
| classification_rvk | QP 890 |
| classification_tum | WIR 651f MAT 902f |
| ctrlnum | (OCoLC)396181579 (DE-599)BSZ315085371 |
| dewey-full | 332.01/5195 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.01/5195 |
| dewey-search | 332.01/5195 |
| dewey-sort | 3332.01 45195 |
| dewey-tens | 330 - Economics |
| discipline | Mathematik Wirtschaftswissenschaften |
| format | Book |
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| genre | (DE-588)4123623-3 Lehrbuch gnd-content |
| genre_facet | Lehrbuch |
| id | DE-604.BV036102434 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T22:11:39Z |
| institution | BVB |
| isbn | 9780262013697 |
| language | English |
| lccn | 2009022214 |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-018992771 |
| oclc_num | 396181579 |
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| owner_facet | DE-91G DE-BY-TUM DE-703 DE-945 DE-11 DE-384 DE-521 |
| physical | XXXIV, 709 S. graph. Darst. |
| publishDate | 2010 |
| publishDateSearch | 2010 |
| publishDateSort | 2010 |
| publisher | MIT Press |
| record_format | marc |
| spelling | Reitano, Robert R. 1950- Verfasser (DE-588)140952837 aut Introduction to quantitative finance a math tool kit Robert R. Reitano Quantitative finance Cambridge, MA [u.a.] MIT Press 2010 XXXIV, 709 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Erg. bildet: Reitano, Robert R.: Student solutions manual to accompany Introduction to quantitative finance Mathematical logic -- Number systems and functions -- Euclidean and other spaces -- Set theory and topology -- Sequences and their convergence -- Series and their convergence -- Discrete probability theory -- Fundamental probablility theorems -- Calculus I : differentiation -- Calculus II : integration Mathematisches Modell Finance / Mathematical models Finanzmathematik (DE-588)4017195-4 gnd rswk-swf (DE-588)4123623-3 Lehrbuch gnd-content Finanzmathematik (DE-588)4017195-4 s b DE-604 GBV Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=018992771&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Reitano, Robert R. 1950- Introduction to quantitative finance a math tool kit Mathematisches Modell Finance / Mathematical models Finanzmathematik (DE-588)4017195-4 gnd |
| subject_GND | (DE-588)4017195-4 (DE-588)4123623-3 |
| title | Introduction to quantitative finance a math tool kit |
| title_alt | Quantitative finance |
| title_auth | Introduction to quantitative finance a math tool kit |
| title_exact_search | Introduction to quantitative finance a math tool kit |
| title_full | Introduction to quantitative finance a math tool kit Robert R. Reitano |
| title_fullStr | Introduction to quantitative finance a math tool kit Robert R. Reitano |
| title_full_unstemmed | Introduction to quantitative finance a math tool kit Robert R. Reitano |
| title_short | Introduction to quantitative finance |
| title_sort | introduction to quantitative finance a math tool kit |
| title_sub | a math tool kit |
| topic | Mathematisches Modell Finance / Mathematical models Finanzmathematik (DE-588)4017195-4 gnd |
| topic_facet | Mathematisches Modell Finance / Mathematical models Finanzmathematik Lehrbuch |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=018992771&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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