| 000 | 01253aam a2200205 4500 | ||
|---|---|---|---|
| 003 | OSt | ||
| 005 | 20160301150252.0 | ||
| 008 | 160213b xxu||||| |||| 00| 0 eng d | ||
| 020 | _a9781466594029 | ||
| 040 | _c | ||
| 082 |
_a332.632042 _bPRI |
||
| 100 |
_aPrivault, Nicolas _91291 |
||
| 245 | _aStochastic Finance: An Introduction with Market Examples | ||
| 260 |
_bCRC Press _c2016 _aBoca Raton |
||
| 300 | _a426p | ||
| 440 |
_aChapman and Hall/CRC Financial Mathematics Series _91292 |
||
| 500 | _a1. Assets, Portfolios and Arbitrage 2. Discrete-Time Model 3. Pricing and Hedging in Discrete Time 4. Brownian Motion and Stochastic Calculus 5. The Black-Scholes PDE 6. Martingale Approach to Pricing and Hedging 7. Estimation of Volatility 8. Exotic Options 9. American Options 10. Change of Numeraire and Forward Measures 11. Forward Rate Modeling 12. Pricing of Interest Rate Derivatives 13. Default Risk in Bond Markets 14. Stochastic Calculus for Jump Processes 15. Pricing and Hedging in Jump Models 16. Basic Numerical Methods Appendix: Background on Probability Theory Conditional Expectation | ||
| 600 |
_aSecurities - Prices - Mathematical Models _91293 |
||
| 942 |
_2ddc _cLB _k332.632042 _mPRI |
||
| 999 |
_c101044 _d101044 |
||