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- catalog contributor b12394089.
- catalog created "c2001.".
- catalog date "2001".
- catalog date "c2001.".
- catalog dateCopyrighted "c2001.".
- catalog description "Includes bibliographical references (p. 647-668) and index.".
- catalog description "Part I. Introduction: -- 1. Foreign exchange markets -- Part II. Mathematical preliminaries: -- 2. Elements of probability theory -- 3. Discrete-time stochastic engines -- 4. Continuous-time stochastic engines -- Part III. Discrete-time models: -- 5. Single-period markets -- 6. Multi-period markets -- Part IV. Continuous-time models: -- 7. Stochastic dynamics of forex -- 8. European options : the group-theoretical approach -- 9. European options, the classical approach -- 10. Deviations from the black-scholes paradigm I : nonconstant volatility -- 11. American options -- 12. Path-dependent options I : barrier options -- 13. Path-dependent options II : lookback, Asian and other options -- 14. Deviations from the black-scholes paradigm II : market frictions -- 15. Future directions of research and conclusions.".
- catalog extent "xxii, 676 p. :".
- catalog identifier "9810246153".
- catalog identifier "9810248237 (pbk.)".
- catalog issued "2001".
- catalog issued "c2001.".
- catalog language "eng".
- catalog publisher "Singapore ; River Edge, NJ : World Scientific,".
- catalog subject "Financial engineering Mathematical models.".
- catalog subject "Foreign exchange Mathematical models.".
- catalog subject "HG3823 .L57 2001".
- catalog tableOfContents "Part I. Introduction: -- 1. Foreign exchange markets -- Part II. Mathematical preliminaries: -- 2. Elements of probability theory -- 3. Discrete-time stochastic engines -- 4. Continuous-time stochastic engines -- Part III. Discrete-time models: -- 5. Single-period markets -- 6. Multi-period markets -- Part IV. Continuous-time models: -- 7. Stochastic dynamics of forex -- 8. European options : the group-theoretical approach -- 9. European options, the classical approach -- 10. Deviations from the black-scholes paradigm I : nonconstant volatility -- 11. American options -- 12. Path-dependent options I : barrier options -- 13. Path-dependent options II : lookback, Asian and other options -- 14. Deviations from the black-scholes paradigm II : market frictions -- 15. Future directions of research and conclusions.".
- catalog title "Mathematical methods for foreign exchange : a financial engineer's approach / Alexander Lipton.".
- catalog type "text".