书目详细信息
： Financial markets in continuous time /
书目信息 机读格式(MARC)
| ISBN： | 9783540711490 (pbk.) : |
|---|---|
| ISBN： | 354071149X (pbk.) : |
| 编目源： | UK-WkNB UK-WkNB |
| 个人名称： | Dana, Rose-Anne. |
| 题名： | Financial markets in continuous time / Rose-Anne Dana, Monique Jeanblanc; Translated by A. Kennedy. |
| 索书号： | F830.9/D167E |
| 出版发行项： | Berlin : Springer-Verlag GmbH : [distributor] Springer-Verlag : [distributor] Central Book Services : [distributor] Central Book Services : [distributor] Stephan Phillips : [distributor] Springer-Verlag New York Inc., 2007. |
| 载体形态： | 338 p. : ill. ; 24 cm. |
| 丛编说明： | Springer finance |
| 一般附注： | Paperback. |
| 格式化内容附注： | The Discrete Case.- Dynamic Models in Discrete Time.- The Black-Scholes Formula.- Portfolios Optimizing Wealth and Consumption.- The Yield Curve.- Equilibrium of Financial Markets in Discrete Time.- Equilibrium of Financial Markets in Continuous Time. The Complete Markets Case.- Incomplete Markets.- Exotic Options.- Appendix A: Brownian Motion.- Appendix B: Numerical Methods. |