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2010049863 contributor B11796457.
2010049863 date "2011".
2010049863 description "Includes bibliographical references and index.".
2010049863 description "Machine generated contents note: 1. Probability; 2. Normal random variables; 3. Geometric Brownian motion; 4. Interest rates and present value analysis; 5. Pricing contracts via arbitrage; 6. The Arbitrage Theorem; 7. The Black-Scholes formula; 8. Additional results on options; 9. Valuing by expected utility; 10. Stochastic order relations; 11. Optimization models; 12. Stochastic dynamic programming; 13. Exotic options; 14. Beyond geometric motion models; 15. Autoregressive models and mean reversion.".
2010049863 extent "xv, 305 pages :".
2010049863 identifier "0521192536".
2010049863 identifier "9780521192538".
2010049863 identifier 9780521192538.jpg.
2010049863 identifier 2010049863-b.html.
2010049863 identifier 2010049863-d.html.
2010049863 identifier 2010049863-t.html.
2010049863 issued "2011".
2010049863 language "eng".
2010049863 publisher "New York : Cambridge University Press,".
2010049863 subject "332.601/51 22".
2010049863 subject "HG4515.3 .R67 2011".
2010049863 subject "Investments Mathematics.".
2010049863 subject "Options (Finance) Mathematical models.".
2010049863 subject "Securities Prices Mathematical models.".
2010049863 subject "Stochastic analysis.".
2010049863 tableOfContents "Machine generated contents note: 1. Probability; 2. Normal random variables; 3. Geometric Brownian motion; 4. Interest rates and present value analysis; 5. Pricing contracts via arbitrage; 6. The Arbitrage Theorem; 7. The Black-Scholes formula; 8. Additional results on options; 9. Valuing by expected utility; 10. Stochastic order relations; 11. Optimization models; 12. Stochastic dynamic programming; 13. Exotic options; 14. Beyond geometric motion models; 15. Autoregressive models and mean reversion.".
2010049863 title "An elementary introduction to mathematical finance / Sheldon M. Ross.".
2010049863 type "text".