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Mathematics of financial markets 2nd ed

Mathematics of financial markets 2nd ed (Loan 15 times)

Material type
단행본
Personal Author
Elliott, Robert J. (Robert James) , 1940-. Kopp, P. E 1944-
Title Statement
Mathematics of financial markets / Robert J. Elliott and P. Ekkehard Kopp.
판사항
2nd ed.
Publication, Distribution, etc
New York :   Springer ,   c2005.  
Physical Medium
xi, 352 p. : ill. ; 25 cm.
Series Statement
Springer finance
ISBN
0387212922
Bibliography, Etc. Note
Includes bibliographical references (p. 329-348) and index.
Subject Added Entry-Topical Term
Investments -- Mathematics. Stochastic analysis. Options (Finance) -- Mathematical models. Securities -- Prices -- Mathematical models.
000 00929pamuu22002654a 4500
001 000045172375
005 20050530113951
008 040722s2005 nyua b 001 0 eng
020 ▼a 0387212922
040 ▼a DLC ▼c DLC ▼d 244002
082 0 0 ▼a 332.6/01/51 ▼2 22
090 ▼a 332.60151 ▼b E46m2
100 1 ▼a Elliott, Robert J. ▼q (Robert James) , ▼d 1940-.
245 1 0 ▼a Mathematics of financial markets / ▼c Robert J. Elliott and P. Ekkehard Kopp.
250 ▼a 2nd ed.
260 ▼a New York : ▼b Springer , ▼c c2005.
300 ▼a xi, 352 p. : ▼b ill. ; ▼c 25 cm.
440 0 ▼a Springer finance
504 ▼a Includes bibliographical references (p. 329-348) and index.
650 0 ▼a Investments ▼x Mathematics.
650 0 ▼a Stochastic analysis.
650 0 ▼a Options (Finance) ▼x Mathematical models.
650 0 ▼a Securities ▼x Prices ▼x Mathematical models.
700 1 ▼a Kopp, P. E ▼d 1944-

No. Location Call Number Accession No. Availability Due Date Make a Reservation Service
No. 1 Location Science & Engineering Library/Sci-Info(Stacks2)/ Call Number 332.60151 E46m2 Accession No. 121144849 Availability Available Due Date Make a Reservation Service B M
No. 2 Location Sejong Academic Information Center/Social Science/ Call Number 332.60151 E46m2 Accession No. 151179080 Availability Available Due Date Make a Reservation Service
No. Location Call Number Accession No. Availability Due Date Make a Reservation Service
No. 1 Location Science & Engineering Library/Sci-Info(Stacks2)/ Call Number 332.60151 E46m2 Accession No. 121144849 Availability Available Due Date Make a Reservation Service B M
No. Location Call Number Accession No. Availability Due Date Make a Reservation Service
No. 1 Location Sejong Academic Information Center/Social Science/ Call Number 332.60151 E46m2 Accession No. 151179080 Availability Available Due Date Make a Reservation Service

Contents information

Table of Contents

From the contents: Pricing by Arbitrage - Martingale Measures - The Fundamental Theorem of Asset Pricing - Complete Markets and Martingale Re- presentation - Stopping Times and American Options - A Review of Continous-Time Stochastic Calculus - European Options in Conti- nous Time - The American Option - Bonds and Term Structure - Consumption-Investment Strategies - References - Index


Information Provided By: : Aladin

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