Introduction to the mathematics of finance:
Gespeichert in:
| Beteilige Person: | |
|---|---|
| Format: | Buch |
| Sprache: | Englisch |
| Veröffentlicht: |
Providence, R.I.
American Mathematical Society
2006
|
| Schriftenreihe: | Graduate studies in mathematics
72 |
| Schlagwörter: | |
| Links: | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=014855902&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| Umfang: | VIII, 150 S. |
| ISBN: | 0821839039 9780821839034 |
Internformat
MARC
| LEADER | 00000nam a2200000zcb4500 | ||
|---|---|---|---|
| 001 | BV021641123 | ||
| 003 | DE-604 | ||
| 005 | 20210121 | ||
| 007 | t| | ||
| 008 | 060704s2006 xx |||| 00||| eng d | ||
| 010 | |a 2005055575 | ||
| 020 | |a 0821839039 |c hard : alk. paper |9 0-8218-3903-9 | ||
| 020 | |a 9780821839034 |9 978-0-8218-3903-4 | ||
| 035 | |a (OCoLC)62326883 | ||
| 035 | |a (DE-599)BVBBV021641123 | ||
| 040 | |a DE-604 |b ger |e aacr | ||
| 041 | 0 | |a eng | |
| 049 | |a DE-703 |a DE-355 |a DE-824 |a DE-29T |a DE-20 |a DE-634 |a DE-83 |a DE-11 |a DE-188 |a DE-19 | ||
| 050 | 0 | |a HG106 | |
| 082 | 0 | |a 332.01/513 |2 22 | |
| 084 | |a SK 980 |0 (DE-625)143277: |2 rvk | ||
| 084 | |a QP 890 |0 (DE-625)141965: |2 rvk | ||
| 084 | |a 91B28 |2 msc | ||
| 100 | 1 | |a Williams, Ruth J. |d 1955- |e Verfasser |0 (DE-588)172452910 |4 aut | |
| 245 | 1 | 0 | |a Introduction to the mathematics of finance |c R. J. Williams |
| 264 | 1 | |a Providence, R.I. |b American Mathematical Society |c 2006 | |
| 300 | |a VIII, 150 S. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 490 | 1 | |a Graduate studies in mathematics |v 72 | |
| 650 | 4 | |a Finances - Modèles mathématiques - Manuels | |
| 650 | 7 | |a Finanças (modelos matemáticos) |2 larpcal | |
| 650 | 7 | |a Matemática financeira |2 larpcal | |
| 650 | 4 | |a Mathematisches Modell | |
| 650 | 4 | |a Finance |x Mathematical models |v Textbooks | |
| 650 | 0 | 7 | |a Finanzmathematik |0 (DE-588)4017195-4 |2 gnd |9 rswk-swf |
| 655 | 7 | |0 (DE-588)4151278-9 |a Einführung |2 gnd-content | |
| 689 | 0 | 0 | |a Finanzmathematik |0 (DE-588)4017195-4 |D s |
| 689 | 0 | |5 DE-604 | |
| 776 | 0 | 8 | |i Erscheint auch als |n Online-Ausgabe |z 978-1-4704-1805-2 |
| 830 | 0 | |a Graduate studies in mathematics |v 72 |w (DE-604)BV009739289 |9 72 | |
| 856 | 4 | 2 | |m Digitalisierung UB Regensburg |q application/pdf |u http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=014855902&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |3 Inhaltsverzeichnis |
| 943 | 1 | |a oai:aleph.bib-bvb.de:BVB01-014855902 | |
Datensatz im Suchindex
| _version_ | 1819262009596706816 |
|---|---|
| adam_text | Contents
Preface YJi
Chapter
1.1.
1.2.
1.3.
Chapter
2.1.
2.2.
2.3.
2.4.
Chapter
3.1.
3.2.
3.3.
3.4.
3.5.
3.6.
3.7.
Chapter
4.1.
4.2.
vi
4.3.
4.4.
4.5.
4.6.
4.7.
4.8.
4.9.
4.10.
Chapter
5.1.
5.2.
5.3.
5.4.
5.5.
5.6.
5.7.
5.8.
Appendix A. Conditional Expectation and Xp-Spaces
Appendix B. Discrete Time Stochastic Processes
Appendix C. Continuous Time Stochastic Processes
Appendix D. Brownian Motion and Stochastic Integration
D.I.
D.2. Stochastic Integrals (with respect to Brownian motion)
D.3.
D.4.
D.5. Girsanov Transformation
D.6. Martingale Representation Theorem
Bibliography
Index
|
| any_adam_object | 1 |
| author | Williams, Ruth J. 1955- |
| author_GND | (DE-588)172452910 |
| author_facet | Williams, Ruth J. 1955- |
| author_role | aut |
| author_sort | Williams, Ruth J. 1955- |
| author_variant | r j w rj rjw |
| building | Verbundindex |
| bvnumber | BV021641123 |
| callnumber-first | H - Social Science |
| callnumber-label | HG106 |
| callnumber-raw | HG106 |
| callnumber-search | HG106 |
| callnumber-sort | HG 3106 |
| callnumber-subject | HG - Finance |
| classification_rvk | SK 980 QP 890 |
| ctrlnum | (OCoLC)62326883 (DE-599)BVBBV021641123 |
| dewey-full | 332.01/513 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.01/513 |
| dewey-search | 332.01/513 |
| dewey-sort | 3332.01 3513 |
| dewey-tens | 330 - Economics |
| discipline | Mathematik Wirtschaftswissenschaften |
| format | Book |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>02004nam a2200493zcb4500</leader><controlfield tag="001">BV021641123</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20210121 </controlfield><controlfield tag="007">t|</controlfield><controlfield tag="008">060704s2006 xx |||| 00||| eng d</controlfield><datafield tag="010" ind1=" " ind2=" "><subfield code="a">2005055575</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">0821839039</subfield><subfield code="c">hard : alk. paper</subfield><subfield code="9">0-8218-3903-9</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9780821839034</subfield><subfield code="9">978-0-8218-3903-4</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)62326883</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV021641123</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">aacr</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-703</subfield><subfield code="a">DE-355</subfield><subfield code="a">DE-824</subfield><subfield code="a">DE-29T</subfield><subfield code="a">DE-20</subfield><subfield code="a">DE-634</subfield><subfield code="a">DE-83</subfield><subfield code="a">DE-11</subfield><subfield code="a">DE-188</subfield><subfield code="a">DE-19</subfield></datafield><datafield tag="050" ind1=" " ind2="0"><subfield code="a">HG106</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">332.01/513</subfield><subfield code="2">22</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">SK 980</subfield><subfield code="0">(DE-625)143277:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QP 890</subfield><subfield code="0">(DE-625)141965:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">91B28</subfield><subfield code="2">msc</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Williams, Ruth J.</subfield><subfield code="d">1955-</subfield><subfield code="e">Verfasser</subfield><subfield code="0">(DE-588)172452910</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Introduction to the mathematics of finance</subfield><subfield code="c">R. J. Williams</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Providence, R.I.</subfield><subfield code="b">American Mathematical Society</subfield><subfield code="c">2006</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">VIII, 150 S.</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">n</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">nc</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="1" ind2=" "><subfield code="a">Graduate studies in mathematics</subfield><subfield code="v">72</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Finances - Modèles mathématiques - Manuels</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Finanças (modelos matemáticos)</subfield><subfield code="2">larpcal</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Matemática financeira</subfield><subfield code="2">larpcal</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Mathematisches Modell</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Finance</subfield><subfield code="x">Mathematical models</subfield><subfield code="v">Textbooks</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Finanzmathematik</subfield><subfield code="0">(DE-588)4017195-4</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="655" ind1=" " ind2="7"><subfield code="0">(DE-588)4151278-9</subfield><subfield code="a">Einführung</subfield><subfield code="2">gnd-content</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">Finanzmathematik</subfield><subfield code="0">(DE-588)4017195-4</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="5">DE-604</subfield></datafield><datafield tag="776" ind1="0" ind2="8"><subfield code="i">Erscheint auch als</subfield><subfield code="n">Online-Ausgabe</subfield><subfield code="z">978-1-4704-1805-2</subfield></datafield><datafield tag="830" ind1=" " ind2="0"><subfield code="a">Graduate studies in mathematics</subfield><subfield code="v">72</subfield><subfield code="w">(DE-604)BV009739289</subfield><subfield code="9">72</subfield></datafield><datafield tag="856" ind1="4" ind2="2"><subfield code="m">Digitalisierung UB Regensburg</subfield><subfield code="q">application/pdf</subfield><subfield code="u">http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=014855902&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA</subfield><subfield code="3">Inhaltsverzeichnis</subfield></datafield><datafield tag="943" ind1="1" ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-014855902</subfield></datafield></record></collection> |
| genre | (DE-588)4151278-9 Einführung gnd-content |
| genre_facet | Einführung |
| id | DE-604.BV021641123 |
| illustrated | Not Illustrated |
| indexdate | 2024-12-20T12:38:22Z |
| institution | BVB |
| isbn | 0821839039 9780821839034 |
| language | English |
| lccn | 2005055575 |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-014855902 |
| oclc_num | 62326883 |
| open_access_boolean | |
| owner | DE-703 DE-355 DE-BY-UBR DE-824 DE-29T DE-20 DE-634 DE-83 DE-11 DE-188 DE-19 DE-BY-UBM |
| owner_facet | DE-703 DE-355 DE-BY-UBR DE-824 DE-29T DE-20 DE-634 DE-83 DE-11 DE-188 DE-19 DE-BY-UBM |
| physical | VIII, 150 S. |
| publishDate | 2006 |
| publishDateSearch | 2006 |
| publishDateSort | 2006 |
| publisher | American Mathematical Society |
| record_format | marc |
| series | Graduate studies in mathematics |
| series2 | Graduate studies in mathematics |
| spellingShingle | Williams, Ruth J. 1955- Introduction to the mathematics of finance Graduate studies in mathematics Finances - Modèles mathématiques - Manuels Finanças (modelos matemáticos) larpcal Matemática financeira larpcal Mathematisches Modell Finance Mathematical models Textbooks Finanzmathematik (DE-588)4017195-4 gnd |
| subject_GND | (DE-588)4017195-4 (DE-588)4151278-9 |
| title | Introduction to the mathematics of finance |
| title_auth | Introduction to the mathematics of finance |
| title_exact_search | Introduction to the mathematics of finance |
| title_full | Introduction to the mathematics of finance R. J. Williams |
| title_fullStr | Introduction to the mathematics of finance R. J. Williams |
| title_full_unstemmed | Introduction to the mathematics of finance R. J. Williams |
| title_short | Introduction to the mathematics of finance |
| title_sort | introduction to the mathematics of finance |
| topic | Finances - Modèles mathématiques - Manuels Finanças (modelos matemáticos) larpcal Matemática financeira larpcal Mathematisches Modell Finance Mathematical models Textbooks Finanzmathematik (DE-588)4017195-4 gnd |
| topic_facet | Finances - Modèles mathématiques - Manuels Finanças (modelos matemáticos) Matemática financeira Mathematisches Modell Finance Mathematical models Textbooks Finanzmathematik Einführung |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=014855902&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| volume_link | (DE-604)BV009739289 |
| work_keys_str_mv | AT williamsruthj introductiontothemathematicsoffinance |