Stochastic calculus for finance: 2 Continuous-time models
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=012816491&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| Umfang: | XIX, 550 S. graph. Darst. |
| ISBN: | 0387401016 9780387401010 |
Internformat
MARC
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| 100 | 1 | |a Shreve, Steven E. |e Verfasser |0 (DE-588)140840451 |4 aut | |
| 245 | 1 | 0 | |a Stochastic calculus for finance |n 2 |p Continuous-time models |c Steven E. Shreve |
| 264 | 1 | |a Berlin [u.a.] |b Springer |c 2004 | |
| 300 | |a XIX, 550 S. |b graph. Darst. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 490 | 0 | |a Springer finance : Textbook | |
| 650 | 4 | |a analyse stochastique - mathématiques financières - manuel | |
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| 943 | 1 | |a oai:aleph.bib-bvb.de:BVB01-012816491 | |
Datensatz im Suchindex
| DE-BY-TUM_call_number | 0001 04.2004 A 7184-2 0048 MAT 639f 2001 A 33757-2 0102 MAT 639 2005 A 6909-2 0102 MAT 639 2001 A 33757-2 0104 WIR 160 2005 A 6909-2 |
|---|---|
| DE-BY-TUM_katkey | 1475046 |
| DE-BY-TUM_location | Mag LSB 01 |
| DE-BY-TUM_media_number | 040044010206 040010226885 040020078308 040071480472 040006649081 040020086999 040020055356 |
| _version_ | 1821933043402670080 |
| adam_text | Contents
General
1.1 Infinite
1.2 Random Variables
1.3
1.4
1.5
1.6
1.7
1.8
1.9
Information and Conditioning
2.1
2.2
2.3
2.4
2.5
2.6
Brownian Motion
3.1
3.2
3.2.1
3.2.2
3.2.3
Random Walk
3.2.4
Random Walk
3.2.5
3.2.6
X
3.2.7
Binomial Model
3.3
3.3.1
3.3.2
3.3.3
3.3.4
3.4
3.4.1
3.4.2
3.4.3
3.5
3.6
3.7
3.7.1
3.7.2
3.7.3
3.8
3.9
3.10
4
4.1
4.2
4.2.1
4.2.2
4.3
4.4
4.4.1
4.4.2
4.4.3
4.5
4.5.1
4.5.2
4.5.3
4.5.4
4.5.5
4.5.6
4.6 Multivariable
4.6.1
4.6.2
4.6.3
4.7
4.7.1
4.7.2
Contents
4.7.3 Brownian Bridge
4.7.4
Brownian Bridge
4.7.5
4.8
4.9
4.10
Risk-Neutral Pricing
5.1
5.2
5.2.1
5.2.2
5.2.3
Risk-Neutral Measure
5.2.4
5.2.5
5.3
5.3.1
Brownian Motion
5.3.2
5.4
5.4.1
5.4.2
5.4.3
5.4.4
5.5
5.5.1
5.5.2
Constant Coefficients
5.5.3
5.5.4
Constant Coefficients
5.6
5.6.1
5.6.2
5.6.3
5.7
5.8
5.9
Connections with Partial Differential Equations
6.1
6.2
6.3
XII Contents
6.4
6.5
6.6
6.7
6.8 Notes..................................................281
6.9
7
7.1
7.2
7.3
7.3.1
7.3.2
7.3.3
7.4
7.4.1
7.4.2
7.4.3
7.4.4
7.5
7.5.1
7.5.2
7.5.3
7.6
7.7
7.8
8
8.1
8.2
8.3
8.3.1
8.3.2
8.3.3
8.3.4
8.4
8.4.1
8.4.2
8.5
8.5.1
8.5.2
8.6
8.7
8.8
Contents XIII
9
9.1
9.2
9.3
9.3.1
9.3.2
9.3.3
9.3.4
9.3.5
9.3.6
9.3.7
9.4
9.4.1
9.4.2
9.4.3
9.5
9.6
9.7
10
10.1
10.2
10.2.1
10.2.2
10.2.3
10.3
10.3.1
10.3.2
10.3.3
10.3.4
10.3.5
10.3.6
10.4
10.4.1
10.4.2
10.4.3
10.4.4
10.4.5
10.4.6
10.5
10.6
10.7
XIV Contents
11
11.1
11.2
11.2.1
11.2.2
11.2.3
11.2.4
11.2.5
11.3
11.3.1
11.3.2
11.4
11.4.1
11.4.2
11.5
11.5.1
11.5.2
11.6
11.6.1
11.6.2
11.6.3
and a Brownian Motion
11.7
11.7.1
11.7.2
Poisson
11.8
11.9
ll.lOExercises
A Advanced Topics in Probability Theory
A.I Countable Additivity
A.
A.3 Random Variable with Neither Density nor Probability Mass
Function
В
С
Theorem of Asset Pricing
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. |
| author_variant | s e s se ses |
| building | Verbundindex |
| bvnumber | BV019352459 |
| classification_rvk | QH 237 SK 980 SK 850 |
| ctrlnum | (OCoLC)314367468 (DE-599)BVBBV019352459 |
| discipline | Mathematik Wirtschaftswissenschaften |
| format | Book |
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| id | DE-604.BV019352459 |
| illustrated | Illustrated |
| indexdate | 2024-12-20T11:58:43Z |
| institution | BVB |
| isbn | 0387401016 9780387401010 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-012816491 |
| oclc_num | 314367468 |
| open_access_boolean | |
| owner | DE-355 DE-BY-UBR DE-91G DE-BY-TUM DE-824 DE-19 DE-BY-UBM DE-573 DE-20 DE-29 DE-M347 DE-29T DE-Aug4 DE-92 DE-739 DE-706 DE-945 DE-521 DE-83 DE-634 DE-11 DE-703 DE-188 DE-523 DE-1049 DE-473 DE-BY-UBG |
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| physical | XIX, 550 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 analyse stochastique - mathématiques financières - manuel |
| title | Stochastic calculus for finance |
| title_auth | Stochastic calculus for finance |
| title_exact_search | Stochastic calculus for finance |
| title_full | Stochastic calculus for finance 2 Continuous-time models Steven E. Shreve |
| title_fullStr | Stochastic calculus for finance 2 Continuous-time models Steven E. Shreve |
| title_full_unstemmed | Stochastic calculus for finance 2 Continuous-time models Steven E. Shreve |
| title_short | Stochastic calculus for finance |
| title_sort | stochastic calculus for finance continuous time models |
| topic | analyse stochastique - mathématiques financières - manuel |
| topic_facet | analyse stochastique - mathématiques financières - manuel |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=012816491&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| volume_link | (DE-604)BV019352359 |
| work_keys_str_mv | AT shrevestevene stochasticcalculusforfinance2 |
Inhaltsverzeichnis
Paper/Kapitel scannen lassen
Paper/Kapitel scannen lassen
Bibliotheksmagazin
| Signatur: |
0001 04.2004 A 7184-2 Lageplan |
|---|---|
| Exemplar 1 | Ausleihbar Ausgeliehen – Rückgabe bis: 31.12.9999 |
Handapparate (nicht verfügbar)
| Signatur: |
0048 MAT 639f 2001 A 33757-2 Lageplan |
|---|---|
| Exemplar 1 | Dauerhaft ausgeliehen Ausgeliehen – Rückgabe bis: 31.12.9999 |
Teilbibliothek Mathematik & Informatik
| Signatur: |
0102 MAT 639 2001 A 33757-2 Lageplan 0102 MAT 639 2005 A 6909-2 Lageplan 0104 WIR 160 2005 A 6909-2 Lageplan |
|---|---|
| Exemplar 1 | Ausleihbar Am Standort |
| Exemplar 2 | Ausleihbar Am Standort |
| Exemplar 3 | Ausleihbar Am Standort |
| Exemplar 4 | Ausleihbar Am Standort |
| Exemplar 1 | Nicht ausleihbar Am Standort |