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- 2008041830 contributor B11121429.
- 2008041830 created "c2009.".
- 2008041830 date "2009".
- 2008041830 date "c2009.".
- 2008041830 dateCopyrighted "c2009.".
- 2008041830 description "Includes bibliographical references (p. 391-395) and index.".
- 2008041830 description "Introduction and overview -- Tools from calculus and analysis -- Probability -- Interest and bond prices -- Models of portfolio choice -- Prices in a mean-variance world -- Rational decisions under risk -- Observed decisions under risk -- Distributions of returns -- Dynamics of prices and returns -- Stochastic calculus -- Portfolio decisions over time -- Optimal growth -- Dynamic models for prices -- Efficient markets -- Static arbitrage pricing -- Dunamic arbitrage pricing -- Properties of option prices -- Martingale pricing -- Modeling volatility -- Discontinuous price processes -- Options on jump processes -- Options on stochastic volatility processes.".
- 2008041830 extent "xviii, 401 p. :".
- 2008041830 identifier "0470431997 (cloth)".
- 2008041830 identifier "9780470431993 (cloth)".
- 2008041830 issued "2009".
- 2008041830 issued "c2009.".
- 2008041830 language "eng".
- 2008041830 publisher "Hoboken, N.J. : Wiley,".
- 2008041830 subject "332.01/5195 22".
- 2008041830 subject "Finance Mathematical models.".
- 2008041830 subject "HG106 .E67 2009".
- 2008041830 subject "Investments Mathematical models.".
- 2008041830 tableOfContents "Introduction and overview -- Tools from calculus and analysis -- Probability -- Interest and bond prices -- Models of portfolio choice -- Prices in a mean-variance world -- Rational decisions under risk -- Observed decisions under risk -- Distributions of returns -- Dynamics of prices and returns -- Stochastic calculus -- Portfolio decisions over time -- Optimal growth -- Dynamic models for prices -- Efficient markets -- Static arbitrage pricing -- Dunamic arbitrage pricing -- Properties of option prices -- Martingale pricing -- Modeling volatility -- Discontinuous price processes -- Options on jump processes -- Options on stochastic volatility processes.".
- 2008041830 title "Quantitative finance : its development, mathematical foundations, and current scope / T.W. Epps.".
- 2008041830 type "text".