| 000 | 00822camuu2200241 a 4500 | |
| 001 | 000000842018 | |
| 005 | 20031111115041 | |
| 008 | 970211s1997 maua b 001 0 eng | |
| 010 | ▼a 97007158 | |
| 020 | ▼a 1557869456 (alk. paper) | |
| 040 | ▼a DLC ▼c DLC ▼d LVB ▼d 211009 | |
| 049 | 1 | ▼l 111266950 |
| 050 | 0 0 | ▼a HG173 ▼b .P55 1997 |
| 082 | 0 0 | ▼a 332.63/222/0151 ▼2 21 |
| 090 | ▼a 332.60151 ▼b P728i | |
| 100 | 1 | ▼a Pliska, Stanley R., ▼d 1944- |
| 245 | 1 0 | ▼a Introduction to mathematical finance : ▼b discrete time models / ▼c Stanley R. Pliska. |
| 260 | ▼a Malden, Mass. : ▼b Blackwell, ▼c 1997. | |
| 300 | ▼a ix, 262 p. : ▼b ill. ; ▼c 24 cm. | |
| 504 | ▼a Includes bibliographical references (p. [254]-256) and index. | |
| 650 | 0 | ▼a Finance ▼x Mathematical models. |
| 653 | ▼a Discrete time systems |
소장정보
| No. | 소장처 | 청구기호 | 등록번호 | 도서상태 | 반납예정일 | 예약 | 서비스 |
|---|---|---|---|---|---|---|---|
| No. 1 | 소장처 중앙도서관/서고6층/ | 청구기호 332.60151 P728i | 등록번호 111266950 | 도서상태 대출가능 | 반납예정일 | 예약 | 서비스 |
| No. 2 | 소장처 세종학술정보원/사회과학실/ | 청구기호 332.60151 P728i | 등록번호 151281203 | 도서상태 대출가능 | 반납예정일 | 예약 | 서비스 |
| No. 3 | 소장처 세종학술정보원/사회과학실/ | 청구기호 332.60151 P728i | 등록번호 151281204 | 도서상태 대출가능 | 반납예정일 | 예약 | 서비스 |
| No. | 소장처 | 청구기호 | 등록번호 | 도서상태 | 반납예정일 | 예약 | 서비스 |
|---|---|---|---|---|---|---|---|
| No. 1 | 소장처 중앙도서관/서고6층/ | 청구기호 332.60151 P728i | 등록번호 111266950 | 도서상태 대출가능 | 반납예정일 | 예약 | 서비스 |
| No. | 소장처 | 청구기호 | 등록번호 | 도서상태 | 반납예정일 | 예약 | 서비스 |
|---|---|---|---|---|---|---|---|
| No. 1 | 소장처 세종학술정보원/사회과학실/ | 청구기호 332.60151 P728i | 등록번호 151281203 | 도서상태 대출가능 | 반납예정일 | 예약 | 서비스 |
| No. 2 | 소장처 세종학술정보원/사회과학실/ | 청구기호 332.60151 P728i | 등록번호 151281204 | 도서상태 대출가능 | 반납예정일 | 예약 | 서비스 |
컨텐츠정보
목차
Part I: Single Period Securities Markets:.
Model Specifications.
Arbitrage and Other Economic Consideration.
Risk Neutral Probability Measures.
Valuation of Contingent Claims.
Complete and Incomplete Markets.
Risk and Return.
Part II: Single Period Consumption and Investment:.
Optimal Portfolios and Viability.
Risk Neutral Computational Approach.
Consumption Investment Problems.
Mean-Variance Portfolio Analysis.
Portfolio Management with Short Sales Constraints and Similar Restrictions.
Optimal Portfolios in Incomplete Markets.
Equilibrium Models.
Part III: Multiperiod Securities Markets:.
Model Specifications, Filtrations, and Stochastic Processes.
Information Structures.
Stochastic Process Models of Security Prices.
Trading Strategies.
Value Processes and Gains Processes.
Self-Financing Trading Strategies.
Discounted Prices.
Return and Dividend Processes.
Conditional Expectation and Martingales.
Economic Considerations.
The Binomial Model.
Markov Models.
Part IV: Options, Futures, and Other Derivatives:.
Contingent Claims.
European Options Under the Binomial Model.
American Options.
Complete and Incomplete Markets.
Forward Prices and Cash Stream Valuation.
Futures.
Part V: Optimal Consumption and Investment Problems:.
Optimal Portfolios and Dynamic Programming.
Optimal Portfolios and Martingals Methods.
Consumption-Investment and Dynamic Programming.
Consumption-Investment and Martingale Methods.
Maximum Utility from Consumption and Terminal Wealth.
Optimal Portfolios with Constraints.
Optimal Consumption-Investment with Constraints.
Portfolio Optimization in Incomplete Markets.
Part VI: Bonds and Interest Rate Derivatives:.
The Basic Term Structure Model.
Lattice, Markov Chain Models.
Yield Curve Models.
Forward Risk Adjusted Probability Measures.
Coupon Bonds and Bond Options.
Swaps and Swaptions.
Caps and Floors.
Part VII: Models with Infinite Sample Spaces.
Finite Horizon Models.
Infinite Horizon Models.
정보제공 :
