Data Portal @ linkeddatafragments.org

Matches in Harvard for { <http://id.lib.harvard.edu/aleph/009196717/catalog> ?p ?o. }

• catalog abstract "The objective of this book is to give a self-contained presentation to the theory underlying the valuation of derivative financial instruments, which is becoming a standard part of the toolbox of professionals in the financial industry. Although a complete derivation of the Black-Scholes option pricing formula is given, the focus is on finite-time models. Not going for the greatest possible level of generality is greatly rewarded by a greater insight into the underlying economic ideas, putting the reader in an excellent position to proceed to the more general continuous-time theory. The material will be accessible to students and practitioners having a working knowledge of linear algebra and calculus. All additional material is developed from the very beginning as needed. In particular, the book also offers an introduction to modern probability theory, albeit mostly within the context of finite sample spaces. The style of presentation will appeal to financial economics students seeking an elementary but rigorous introduction to the subject; mathematics and physics students looking for an opportunity to become acquainted with this modern applied topic; and mathematicians, physicists or quantitatively inclined economists working in the financial industry.".
• catalog contributor b12963160.
• catalog contributor b12963161.
• catalog created "c2003.".
• catalog date "2003".
• catalog date "c2003.".
• catalog dateCopyrighted "c2003.".
• catalog description "Includes bibliographical references and index.".
• catalog description "Introduction -- A Short Primer on Finance -- Positive Linear Functionals -- Finite Probability Spaces -- Random Variables -- General One.-period Models -- Information and Randomness -- Independence -- Multi.-period models: The Main Issues -- Conditioning and Martingales -- The Fundamental Theorems of Asset Pricing -- The Cos.-Ross.-Rubinstein Model -- The Central Limit Theorem -- The Black Scholes Formula -- Optimal Stopping -- American Claims.".
• catalog description "The objective of this book is to give a self-contained presentation to the theory underlying the valuation of derivative financial instruments, which is becoming a standard part of the toolbox of professionals in the financial industry. Although a complete derivation of the Black-Scholes option pricing formula is given, the focus is on finite-time models. Not going for the greatest possible level of generality is greatly rewarded by a greater insight into the underlying economic ideas, putting the reader in an excellent position to proceed to the more general continuous-time theory. The material will be accessible to students and practitioners having a working knowledge of linear algebra and calculus. All additional material is developed from the very beginning as needed. In particular, the book also offers an introduction to modern probability theory, albeit mostly within the context of finite sample spaces. The style of presentation will appeal to financial economics students seeking an elementary but rigorous introduction to the subject; mathematics and physics students looking for an opportunity to become acquainted with this modern applied topic; and mathematicians, physicists or quantitatively inclined economists working in the financial industry.".
• catalog extent "viii, 328 p. :".
• catalog identifier "0817669213 (alk. paper)".
• catalog identifier "3764369213 (alk. paper)".
• catalog issued "2003".
• catalog issued "c2003.".
• catalog language "eng".
• catalog publisher "Boston, MA : Birkhauser Verlag,".
• catalog subject "332.6/01/519 21".
• catalog subject "Distribution (Probability theory).".
• catalog subject "Finance.".
• catalog subject "HG4515.3 .K63 2002".
• catalog subject "Investments Mathematical models.".
• catalog subject "Investments Mathematics.".
• catalog subject "Mathematics.".
• catalog subject "Probabilities.".
• catalog subject "Securities Mathematical models.".
• catalog tableOfContents "Introduction -- A Short Primer on Finance -- Positive Linear Functionals -- Finite Probability Spaces -- Random Variables -- General One.-period Models -- Information and Randomness -- Independence -- Multi.-period models: The Main Issues -- Conditioning and Martingales -- The Fundamental Theorems of Asset Pricing -- The Cos.-Ross.-Rubinstein Model -- The Central Limit Theorem -- The Black Scholes Formula -- Optimal Stopping -- American Claims.".
• catalog title "Mathematical finance and probability : a discrete introduction / Pablo Koch Medina, Sandro Merino.".
• catalog type "text".