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- catalog abstract ""This is the textbook of choice for graduate students and advanced undergraduates studying finance and an invaluable introduction to mathematical finance for mathematicians and professionals in financial markets."--Jacket.".
- catalog contributor b13305466.
- catalog created "2004.".
- catalog date "2004".
- catalog date "2004.".
- catalog dateCopyrighted "2004.".
- catalog description ""This is the textbook of choice for graduate students and advanced undergraduates studying finance and an invaluable introduction to mathematical finance for mathematicians and professionals in financial markets."--Jacket.".
- catalog description "1. Introduction -- 2. The Binomial Model -- 3. A More General One Period Model -- 4. Stochastic Integrals -- 5. Differential Equations -- 6. Portfolio Dynamics -- 7. Arbitrage Pricing -- 8. Completeness and Hedging -- 9. Parity Relations and Delta Hedging -- 10. The Martingale Approach to Arbitrage Theory -- 11. The Mathematics of the Martingale Approach -- 12. Black-Scholes from a Martingale Point of View -- 13. Multidimensional Models: Classical Approach -- 14. Multidimensional Models: Martingale Approach -- 15. Incomplete Markets -- 16. Dividends -- 17. Currency Derivatives -- 18. Barrier Options -- 19. Stochastic Optimal Control -- 20. Bonds and Interest Rates -- 21. Short Rate Models.".
- catalog description "Includes bibliographical references (p. [453]-460) and index.".
- catalog extent "xviii, 466 p. :".
- catalog identifier "0199271267 (alk. paper)".
- catalog issued "2004".
- catalog issued "2004.".
- catalog language "eng".
- catalog publisher "Oxford ; New York : Oxford University Press,".
- catalog subject "332.64/5 22".
- catalog subject "Arbitrage Mathematical models.".
- catalog subject "Derivative securities Mathematical models.".
- catalog subject "HG6024.A3 B567 2004".
- catalog tableOfContents "1. Introduction -- 2. The Binomial Model -- 3. A More General One Period Model -- 4. Stochastic Integrals -- 5. Differential Equations -- 6. Portfolio Dynamics -- 7. Arbitrage Pricing -- 8. Completeness and Hedging -- 9. Parity Relations and Delta Hedging -- 10. The Martingale Approach to Arbitrage Theory -- 11. The Mathematics of the Martingale Approach -- 12. Black-Scholes from a Martingale Point of View -- 13. Multidimensional Models: Classical Approach -- 14. Multidimensional Models: Martingale Approach -- 15. Incomplete Markets -- 16. Dividends -- 17. Currency Derivatives -- 18. Barrier Options -- 19. Stochastic Optimal Control -- 20. Bonds and Interest Rates -- 21. Short Rate Models.".
- catalog title "Arbitrage theory in continuous time / Tomas Björk.".
- catalog type "text".