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- catalog abstract "This book gives a comprehensive introduction to arbitrage theory for the pricing of contingent claims, such as options, futures, and other financial derivatives. The arbitrage theory for the term structure of interest rates is given particular consideration. Also included is a self-contained exposition of stochastic optimal control, with applications to portfolio optimisation. The mathematical development is precise but avoids the explicit use of measure theory. -- From http://www.oxfordscholarship.com/view/10.1093/0198775180.001.0001/acprof-9780198775188 (Oct. 23, 2012).".
- catalog contributor b10834966.
- catalog created "1998.".
- catalog date "1998".
- catalog date "1998.".
- catalog dateCopyrighted "1998.".
- catalog description "1. Introduction 2. The Binomial Model 3. Stochastic Integrals 4. Differential Equations 5. Portfolio Dynamics 6. Arbitrage Pricing 7. Completeness and Hedging 8. Parity Relations and Delta Hedging 9. Several Underlying Assets 10. Incomplete Markets 11. Dividends 12. Currency Derivatives 13. Barrier Options 14. Stochastic Optimal Control 15. Bonds and Interest Rates 16. Short Rate Models 17. Martingale Models for the Short Rate 18. Forward Rate Models 19. Change of Numeraire 20. Forwards and Futures.".
- catalog description "Includes bibliographical references (p. [304]-308) and index.".
- catalog description "Introduction The binomial model Stochastic integrals Differential equations Portfolio Dynamics Arbitrage pricing Completeness and hedging Parity relations and Delta hedging".
- catalog description "This book gives a comprehensive introduction to arbitrage theory for the pricing of contingent claims, such as options, futures, and other financial derivatives. The arbitrage theory for the term structure of interest rates is given particular consideration. Also included is a self-contained exposition of stochastic optimal control, with applications to portfolio optimisation. The mathematical development is precise but avoids the explicit use of measure theory. -- From http://www.oxfordscholarship.com/view/10.1093/0198775180.001.0001/acprof-9780198775188 (Oct. 23, 2012).".
- catalog extent "xii, 312 p. :".
- catalog identifier "0198775180".
- catalog issued "1998".
- catalog issued "1998.".
- catalog language "eng".
- catalog publisher "Oxford ; New York : Oxford University Press,".
- catalog subject "332.645 21".
- catalog subject "Arbitrage Mathematical models.".
- catalog subject "Derivative securities Mathematical models.".
- catalog subject "HG6024.A3 B567 1998".
- catalog tableOfContents "1. Introduction 2. The Binomial Model 3. Stochastic Integrals 4. Differential Equations 5. Portfolio Dynamics 6. Arbitrage Pricing 7. Completeness and Hedging 8. Parity Relations and Delta Hedging 9. Several Underlying Assets 10. Incomplete Markets 11. Dividends 12. Currency Derivatives 13. Barrier Options 14. Stochastic Optimal Control 15. Bonds and Interest Rates 16. Short Rate Models 17. Martingale Models for the Short Rate 18. Forward Rate Models 19. Change of Numeraire 20. Forwards and Futures.".
- catalog tableOfContents "Introduction The binomial model Stochastic integrals Differential equations Portfolio Dynamics Arbitrage pricing Completeness and hedging Parity relations and Delta hedging".
- catalog title "Arbitrage theory in continuous time / Tomas Björk.".
- catalog type "text".