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- catalog contributor b10281762.
- catalog contributor b10281763.
- catalog contributor b10281764.
- catalog created "1997.".
- catalog date "1997".
- catalog date "1997.".
- catalog dateCopyrighted "1997.".
- catalog description "Includes bibliographical references and index.".
- catalog description "Stochastic calculus and Markov methods / L.C.G. Rogers -- Characterisation of economic equilibria which support Black-Scholes option pricing / S.D. Hodges and M.J.P. Selby -- On the numeraire portfolio / P. Artzner -- Convergence of Snell envelopes and critical prices in the American Put / N.J. Cutland [and others] -- Some combinations of Asian, Parisian and Barrier options / M. Yor [and others] -- Co-movement term structure and the valuation of energy spread options / A. Mbanefo -- Pricing and hedging with smiles / B. Dupire.".
- catalog extent "xvii, 582 p. :".
- catalog identifier "0521584248 (hardcover)".
- catalog isPartOf "Publications of the Newton Institute".
- catalog issued "1997".
- catalog issued "1997.".
- catalog language "eng".
- catalog publisher "Cambridge, U.K. ; New York : Cambridge University Press,".
- catalog subject "332.63/2 21".
- catalog subject "Derivative securities Mathematics.".
- catalog subject "HG6024.A3 M38 1997".
- catalog tableOfContents "Stochastic calculus and Markov methods / L.C.G. Rogers -- Characterisation of economic equilibria which support Black-Scholes option pricing / S.D. Hodges and M.J.P. Selby -- On the numeraire portfolio / P. Artzner -- Convergence of Snell envelopes and critical prices in the American Put / N.J. Cutland [and others] -- Some combinations of Asian, Parisian and Barrier options / M. Yor [and others] -- Co-movement term structure and the valuation of energy spread options / A. Mbanefo -- Pricing and hedging with smiles / B. Dupire.".
- catalog title "Mathematics of derivative securities / edited by M.A.H. Dempster and S.R. Pliska.".
- catalog type "text".