Financial Mathematics: A Comprehensive Treatment
INTRODUCTION TO PRICING AND MANAGEMENT OF FINANCIAL SECURITIES Mathematics of CompoundingPrimer on Pricing Risky SecuritiesPortfolio ManagementPrimer on Derivative SecuritiesDISCRETE-TIME MODELINGSingle-Period Arrow-Debreu ModelsIntroduction to Discrete-Time Stochastic CalculusReplication and Pricin...
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Philadelphia, PA
CRC Press
2014
|
| Schriftenreihe: | Chapman and Hall/CRC Financial Mathematics Series
|
| Schlagworte: | |
| Zusammenfassung: | INTRODUCTION TO PRICING AND MANAGEMENT OF FINANCIAL SECURITIES Mathematics of CompoundingPrimer on Pricing Risky SecuritiesPortfolio ManagementPrimer on Derivative SecuritiesDISCRETE-TIME MODELINGSingle-Period Arrow-Debreu ModelsIntroduction to Discrete-Time Stochastic CalculusReplication and Pricing in the Binomial Tree ModelGeneral Multi-Asset Multi-Period ModelCONTINUOUS-TIME MODELING Essentials of General Probability TheoryOne-Dimensional Brownian Motion and Related ProcessesIntroduction to Continuous-Time Stochastic CalculusRisk-Neutral Pricing in the (B, S) Economy: One Underlying StockRisk-Neutral Pricing in a Multi-Asset EconomyAmerican OptionsAlternative Models of Asset Price DynamicsInterest-Rate Modeling and Derivative PricingCOMPUTATIONAL TECHNIQUESIntroduction to Monte Carlo and Simulation MethodsNumerical Applications to Derivative PricingAppendix: Some Useful Integral Identities and Symmetry Properties of Normal Random Variables Glossary of Symbols and Abbreviations References Index |
| Beschreibung: | Description based on publisher supplied metadata and other sources |
| Beschreibung: | 1 online resource (826 pages) |
| ISBN: | 9781439892435 9781439892428 |
Internformat
MARC
| LEADER | 00000nmm a2200000zc 4500 | ||
|---|---|---|---|
| 001 | BV043606808 | ||
| 003 | DE-604 | ||
| 005 | 20210915 | ||
| 007 | cr|uuu---uuuuu | ||
| 008 | 160616s2014 |||| o||u| ||||||eng d | ||
| 020 | |a 9781439892435 |9 978-1-4398-9243-5 | ||
| 020 | |a 9781439892428 |c Print |9 978-1-4398-9242-8 | ||
| 035 | |a (ZDB-30-PQE)EBC1514080 | ||
| 035 | |a (ZDB-89-EBL)EBL1514080 | ||
| 035 | |a (ZDB-38-EBR)ebr11166731 | ||
| 035 | |a (OCoLC)890379615 | ||
| 035 | |a (DE-599)BVBBV043606808 | ||
| 040 | |a DE-604 |b ger |e rda | ||
| 041 | 0 | |a eng | |
| 082 | 0 | |a 650.01513 |2 23 | |
| 100 | 1 | |a Campolieti, Giuseppe |e Verfasser |0 (DE-588)1241207194 |4 aut | |
| 245 | 1 | 0 | |a Financial Mathematics |b A Comprehensive Treatment |
| 264 | 1 | |a Philadelphia, PA |b CRC Press |c 2014 | |
| 264 | 4 | |c © 2014 | |
| 300 | |a 1 online resource (826 pages) | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b c |2 rdamedia | ||
| 338 | |b cr |2 rdacarrier | ||
| 490 | 0 | |a Chapman and Hall/CRC Financial Mathematics Series | |
| 500 | |a Description based on publisher supplied metadata and other sources | ||
| 520 | |a INTRODUCTION TO PRICING AND MANAGEMENT OF FINANCIAL SECURITIES Mathematics of CompoundingPrimer on Pricing Risky SecuritiesPortfolio ManagementPrimer on Derivative SecuritiesDISCRETE-TIME MODELINGSingle-Period Arrow-Debreu ModelsIntroduction to Discrete-Time Stochastic CalculusReplication and Pricing in the Binomial Tree ModelGeneral Multi-Asset Multi-Period ModelCONTINUOUS-TIME MODELING Essentials of General Probability TheoryOne-Dimensional Brownian Motion and Related ProcessesIntroduction to Continuous-Time Stochastic CalculusRisk-Neutral Pricing in the (B, S) Economy: One Underlying StockRisk-Neutral Pricing in a Multi-Asset EconomyAmerican OptionsAlternative Models of Asset Price DynamicsInterest-Rate Modeling and Derivative PricingCOMPUTATIONAL TECHNIQUESIntroduction to Monte Carlo and Simulation MethodsNumerical Applications to Derivative PricingAppendix: Some Useful Integral Identities and Symmetry Properties of Normal Random Variables Glossary of Symbols and Abbreviations References Index | ||
| 650 | 4 | |a Mathematisches Modell | |
| 650 | 4 | |a Finance -- Mathematical models | |
| 650 | 0 | 7 | |a Finanzmathematik |0 (DE-588)4017195-4 |2 gnd |9 rswk-swf |
| 689 | 0 | 0 | |a Finanzmathematik |0 (DE-588)4017195-4 |D s |
| 689 | 0 | |8 1\p |5 DE-604 | |
| 700 | 1 | |a Makarov, Roman |e Sonstige |0 (DE-588)1038679419 |4 oth | |
| 776 | 0 | 8 | |i Erscheint auch als |n Druck-Ausgabe |a Campolieti, Giuseppe |t Financial Mathematics : A Comprehensive Treatment |
| 912 | |a ZDB-30-PQE | ||
| 999 | |a oai:aleph.bib-bvb.de:BVB01-029020867 | ||
| 883 | 1 | |8 1\p |a cgwrk |d 20201028 |q DE-101 |u https://d-nb.info/provenance/plan#cgwrk | |
Datensatz im Suchindex
| _version_ | 1804176353855012864 |
|---|---|
| any_adam_object | |
| author | Campolieti, Giuseppe |
| author_GND | (DE-588)1241207194 (DE-588)1038679419 |
| author_facet | Campolieti, Giuseppe |
| author_role | aut |
| author_sort | Campolieti, Giuseppe |
| author_variant | g c gc |
| building | Verbundindex |
| bvnumber | BV043606808 |
| collection | ZDB-30-PQE |
| ctrlnum | (ZDB-30-PQE)EBC1514080 (ZDB-89-EBL)EBL1514080 (ZDB-38-EBR)ebr11166731 (OCoLC)890379615 (DE-599)BVBBV043606808 |
| dewey-full | 650.01513 |
| dewey-hundreds | 600 - Technology (Applied sciences) |
| dewey-ones | 650 - Management and auxiliary services |
| dewey-raw | 650.01513 |
| dewey-search | 650.01513 |
| dewey-sort | 3650.01513 |
| dewey-tens | 650 - Management and auxiliary services |
| discipline | Wirtschaftswissenschaften |
| format | Electronic eBook |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>02673nmm a2200457zc 4500</leader><controlfield tag="001">BV043606808</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20210915 </controlfield><controlfield tag="007">cr|uuu---uuuuu</controlfield><controlfield tag="008">160616s2014 |||| o||u| ||||||eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9781439892435</subfield><subfield code="9">978-1-4398-9243-5</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9781439892428</subfield><subfield code="c">Print</subfield><subfield code="9">978-1-4398-9242-8</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(ZDB-30-PQE)EBC1514080</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(ZDB-89-EBL)EBL1514080</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(ZDB-38-EBR)ebr11166731</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)890379615</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV043606808</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rda</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">650.01513</subfield><subfield code="2">23</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Campolieti, Giuseppe</subfield><subfield code="e">Verfasser</subfield><subfield code="0">(DE-588)1241207194</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Financial Mathematics</subfield><subfield code="b">A Comprehensive Treatment</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Philadelphia, PA</subfield><subfield code="b">CRC Press</subfield><subfield code="c">2014</subfield></datafield><datafield tag="264" ind1=" " ind2="4"><subfield code="c">© 2014</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">1 online resource (826 pages)</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">c</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">cr</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="0" ind2=" "><subfield code="a">Chapman and Hall/CRC Financial Mathematics Series</subfield></datafield><datafield tag="500" ind1=" " ind2=" "><subfield code="a">Description based on publisher supplied metadata and other sources</subfield></datafield><datafield tag="520" ind1=" " ind2=" "><subfield code="a">INTRODUCTION TO PRICING AND MANAGEMENT OF FINANCIAL SECURITIES Mathematics of CompoundingPrimer on Pricing Risky SecuritiesPortfolio ManagementPrimer on Derivative SecuritiesDISCRETE-TIME MODELINGSingle-Period Arrow-Debreu ModelsIntroduction to Discrete-Time Stochastic CalculusReplication and Pricing in the Binomial Tree ModelGeneral Multi-Asset Multi-Period ModelCONTINUOUS-TIME MODELING Essentials of General Probability TheoryOne-Dimensional Brownian Motion and Related ProcessesIntroduction to Continuous-Time Stochastic CalculusRisk-Neutral Pricing in the (B, S) Economy: One Underlying StockRisk-Neutral Pricing in a Multi-Asset EconomyAmerican OptionsAlternative Models of Asset Price DynamicsInterest-Rate Modeling and Derivative PricingCOMPUTATIONAL TECHNIQUESIntroduction to Monte Carlo and Simulation MethodsNumerical Applications to Derivative PricingAppendix: Some Useful Integral Identities and Symmetry Properties of Normal Random Variables Glossary of Symbols and Abbreviations References Index</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</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="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=" "><subfield code="8">1\p</subfield><subfield code="5">DE-604</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Makarov, Roman</subfield><subfield code="e">Sonstige</subfield><subfield code="0">(DE-588)1038679419</subfield><subfield code="4">oth</subfield></datafield><datafield tag="776" ind1="0" ind2="8"><subfield code="i">Erscheint auch als</subfield><subfield code="n">Druck-Ausgabe</subfield><subfield code="a">Campolieti, Giuseppe</subfield><subfield code="t">Financial Mathematics : A Comprehensive Treatment</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">ZDB-30-PQE</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-029020867</subfield></datafield><datafield tag="883" ind1="1" ind2=" "><subfield code="8">1\p</subfield><subfield code="a">cgwrk</subfield><subfield code="d">20201028</subfield><subfield code="q">DE-101</subfield><subfield code="u">https://d-nb.info/provenance/plan#cgwrk</subfield></datafield></record></collection> |
| id | DE-604.BV043606808 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T07:30:50Z |
| institution | BVB |
| isbn | 9781439892435 9781439892428 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-029020867 |
| oclc_num | 890379615 |
| open_access_boolean | |
| physical | 1 online resource (826 pages) |
| psigel | ZDB-30-PQE |
| publishDate | 2014 |
| publishDateSearch | 2014 |
| publishDateSort | 2014 |
| publisher | CRC Press |
| record_format | marc |
| series2 | Chapman and Hall/CRC Financial Mathematics Series |
| spelling | Campolieti, Giuseppe Verfasser (DE-588)1241207194 aut Financial Mathematics A Comprehensive Treatment Philadelphia, PA CRC Press 2014 © 2014 1 online resource (826 pages) txt rdacontent c rdamedia cr rdacarrier Chapman and Hall/CRC Financial Mathematics Series Description based on publisher supplied metadata and other sources INTRODUCTION TO PRICING AND MANAGEMENT OF FINANCIAL SECURITIES Mathematics of CompoundingPrimer on Pricing Risky SecuritiesPortfolio ManagementPrimer on Derivative SecuritiesDISCRETE-TIME MODELINGSingle-Period Arrow-Debreu ModelsIntroduction to Discrete-Time Stochastic CalculusReplication and Pricing in the Binomial Tree ModelGeneral Multi-Asset Multi-Period ModelCONTINUOUS-TIME MODELING Essentials of General Probability TheoryOne-Dimensional Brownian Motion and Related ProcessesIntroduction to Continuous-Time Stochastic CalculusRisk-Neutral Pricing in the (B, S) Economy: One Underlying StockRisk-Neutral Pricing in a Multi-Asset EconomyAmerican OptionsAlternative Models of Asset Price DynamicsInterest-Rate Modeling and Derivative PricingCOMPUTATIONAL TECHNIQUESIntroduction to Monte Carlo and Simulation MethodsNumerical Applications to Derivative PricingAppendix: Some Useful Integral Identities and Symmetry Properties of Normal Random Variables Glossary of Symbols and Abbreviations References Index Mathematisches Modell Finance -- Mathematical models Finanzmathematik (DE-588)4017195-4 gnd rswk-swf Finanzmathematik (DE-588)4017195-4 s 1\p DE-604 Makarov, Roman Sonstige (DE-588)1038679419 oth Erscheint auch als Druck-Ausgabe Campolieti, Giuseppe Financial Mathematics : A Comprehensive Treatment 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Campolieti, Giuseppe Financial Mathematics A Comprehensive Treatment Mathematisches Modell Finance -- Mathematical models Finanzmathematik (DE-588)4017195-4 gnd |
| subject_GND | (DE-588)4017195-4 |
| title | Financial Mathematics A Comprehensive Treatment |
| title_auth | Financial Mathematics A Comprehensive Treatment |
| title_exact_search | Financial Mathematics A Comprehensive Treatment |
| title_full | Financial Mathematics A Comprehensive Treatment |
| title_fullStr | Financial Mathematics A Comprehensive Treatment |
| title_full_unstemmed | Financial Mathematics A Comprehensive Treatment |
| title_short | Financial Mathematics |
| title_sort | financial mathematics a comprehensive treatment |
| title_sub | A Comprehensive Treatment |
| topic | Mathematisches Modell Finance -- Mathematical models Finanzmathematik (DE-588)4017195-4 gnd |
| topic_facet | Mathematisches Modell Finance -- Mathematical models Finanzmathematik |
| work_keys_str_mv | AT campolietigiuseppe financialmathematicsacomprehensivetreatment AT makarovroman financialmathematicsacomprehensivetreatment |