Stochastic calculus for finance: 1 The binomial asset pricing model
Gespeichert in:
| Beteilige Person: | |
|---|---|
| Format: | Buch |
| Sprache: | Englisch |
| Veröffentlicht: |
Berlin [u.a.]
Springer
2004
|
| Schriftenreihe: | Springer finance : Textbook
|
| Schlagwörter: | |
| Links: | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=012816421&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| Umfang: | XV, 187 S. graph. Darst. |
| ISBN: | 9780387249681 0387401008 9780387401003 |
Internformat
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| 245 | 1 | 0 | |a Stochastic calculus for finance |n 1 |p The binomial asset pricing model |c Steven E. Shreve |
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Datensatz im Suchindex
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| adam_text | Contents
The Binomial No-Arbitrage Pricing Model
1.1
1.2
1.3
1.4
1.5
1.6
Probability Theory on Coin Toss Space
2.1
2.2
2.3
2.4
2.5
2.6
2.7
2.8
State Prices
3.1
3.2
3.3
3.4
3.5
3.6
American Derivative Securities
4.1
4.2
4.3
4.4
X
4.5 American
4.6
4.7
4.8
5
5.1
5.2
5.3
5.4
5.5
5.6
5.7
6
6.1
6.2
6.3
6.4
6.5
6.6
6.7
6.8
Proof of Fundamental Properties of
Conditional Expectations
References
Index
|
| any_adam_object | 1 |
| author | Shreve, Steven E. |
| author_GND | (DE-588)140840451 |
| author_facet | Shreve, Steven E. |
| author_role | aut |
| author_sort | Shreve, Steven E. |
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| building | Verbundindex |
| bvnumber | BV019352386 |
| callnumber-first | H - Social Science |
| callnumber-label | HG106 |
| callnumber-raw | HG106.S57 2003 |
| callnumber-search | HG106.S57 2003 |
| callnumber-sort | HG 3106 S57 42003 |
| callnumber-subject | HG - Finance |
| classification_rvk | QH 237 SK 820 SK 850 |
| ctrlnum | (OCoLC)699762161 (DE-599)BVBBV019352386 |
| dewey-full | 332.0151922 332/.01/5192222 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
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| dewey-search | 332.0151922 332/.01/51922 22 |
| dewey-sort | 3332.0151922 |
| dewey-tens | 330 - Economics |
| discipline | Mathematik Wirtschaftswissenschaften |
| format | Book |
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| id | DE-604.BV019352386 |
| illustrated | Illustrated |
| indexdate | 2024-12-20T11:58:43Z |
| institution | BVB |
| isbn | 9780387249681 0387401008 9780387401003 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-012816421 |
| oclc_num | 699762161 |
| open_access_boolean | |
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| physical | XV, 187 S. graph. Darst. |
| publishDate | 2004 |
| publishDateSearch | 2004 |
| publishDateSort | 2004 |
| publisher | Springer |
| record_format | marc |
| series2 | Springer finance : Textbook |
| spellingShingle | Shreve, Steven E. Stochastic calculus for finance Mathematisches Modell Finance -- Mathematical models -- Textbooks Stochastic analysis -- Textbooks Finanzmathematik (DE-588)4017195-4 gnd Stochastisches Modell (DE-588)4057633-4 gnd Optionspreistheorie (DE-588)4135346-8 gnd |
| subject_GND | (DE-588)4017195-4 (DE-588)4057633-4 (DE-588)4135346-8 |
| title | Stochastic calculus for finance |
| title_auth | Stochastic calculus for finance |
| title_exact_search | Stochastic calculus for finance |
| title_full | Stochastic calculus for finance 1 The binomial asset pricing model Steven E. Shreve |
| title_fullStr | Stochastic calculus for finance 1 The binomial asset pricing model Steven E. Shreve |
| title_full_unstemmed | Stochastic calculus for finance 1 The binomial asset pricing model Steven E. Shreve |
| title_short | Stochastic calculus for finance |
| title_sort | stochastic calculus for finance the binomial asset pricing model |
| topic | Mathematisches Modell Finance -- Mathematical models -- Textbooks Stochastic analysis -- Textbooks Finanzmathematik (DE-588)4017195-4 gnd Stochastisches Modell (DE-588)4057633-4 gnd Optionspreistheorie (DE-588)4135346-8 gnd |
| topic_facet | Mathematisches Modell Finance -- Mathematical models -- Textbooks Stochastic analysis -- Textbooks Finanzmathematik Stochastisches Modell Optionspreistheorie |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=012816421&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| volume_link | (DE-604)BV019352359 |
| work_keys_str_mv | AT shrevestevene stochasticcalculusforfinance1 |
Inhaltsverzeichnis
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Bibliotheksmagazin
| Signatur: |
0001 04.2004 A 7184-1 Lageplan |
|---|---|
| Exemplar 1 | Ausleihbar Ausgeliehen – Rückgabe bis: 31.12.9999 |
Handapparate (nicht verfügbar)
| Signatur: |
0048 01.2004 A 119 Lageplan 0048 MAT 639f 2001 A 33757-1 Lageplan |
|---|---|
| Exemplar 1 | Dauerhaft ausgeliehen Ausgeliehen – Rückgabe bis: 31.12.9999 |
| Exemplar 2 | Dauerhaft ausgeliehen Ausgeliehen – Rückgabe bis: 31.12.9999 |
Teilbibliothek Mathematik & Informatik
| Signatur: |
0102 MAT 639 2001 A 33757-1 Lageplan 0102 MAT 639 2005 A 6909-1 Lageplan |
|---|---|
| Exemplar 1 | Ausleihbar Am Standort |
| Exemplar 2 | Ausleihbar Am Standort |
| Exemplar 3 | Ausleihbar Am Standort |