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Stochastic calculus of variations in...

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Malliavin, Paul, (1925-)

Stochastic calculus of variations in mathematical finance /

Record Type:	Language materials, printed : Monograph/item
Title/Author:	Stochastic calculus of variations in mathematical finance /Paul Malliavin, Anton Thalmaier.
Author:	Malliavin, Paul,
other author:	Thalmaier, Anton.
Published:	Berlin ;Springer,c2006.
Description:	xi, 142 p. :ill. ;24 cm.
Series:	Springer finance
Subject:	FinanceMathematical models.
Online resource:	http://www.loc.gov/catdir/enhancements/fy0663/2005930379-d.html
ISBN:	9783540434313 (hbk.)

Stochastic calculus of variations in mathematical finance /
Malliavin, Paul,1925-

Stochastic calculus of variations in mathematical finance /Paul Malliavin, Anton Thalmaier. - Berlin ;Springer,c2006. - xi, 142 p. :ill. ;24 cm. - Springer finance.

Includes bibliographical references (p. [127]-138) and index.

ISBN: 9783540434313 (hbk.)

LCCN: 2005930379Subjects--Topical Terms:

183782
Finance
--Mathematical models.

LC Class. No.: HG106 / .M35 2006

Dewey Class. No.: 332.01/519232

Stochastic calculus of variations in mathematical finance /
LDR:00859cam 22002294a 450 001 170181
003 DLC
005 20060717112634.0
008 090528s2006 gw a b 001 0 eng
010 $a 2005930379
020 $a 9783540434313 (hbk.)
020 $a 3540434313 (hbk.) : $c NT1709
035 $a 00239736
040 $a DLC $c DLC $d DLC
042 $a pcc
050 0 0 $a HG106 $b .M35 2006
082 0 0 $2 22 $a 332.01/519232
100 $a Malliavin, Paul, $d 1925- $3 191092
245 1 0 $a Stochastic calculus of variations in mathematical finance / $c Paul Malliavin, Anton Thalmaier.
260 $a Berlin ; $a New York, NY : $c c2006. $b Springer,
300 $a xi, 142 p. : $b ill. ; $c 24 cm.
440 0 $a Springer finance
504 $a Includes bibliographical references (p. [127]-138) and index.
650 $a Finance $x Mathematical models. $3 183782
650 $a Stochastic processes. $3 181874
700 $a Thalmaier, Anton. $3 243729
856 4 2 $3 Publisher description $u http://www.loc.gov/catdir/enhancements/fy0663/2005930379-d.html $z http://www.loc.gov/catdir/enhancements/fy0663/2005930379-d.html

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320000426249

西方語文圖書區(四樓)

1圖書

一般圖書

HG106 M254 2006

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1 records • Pages 1 •
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http://www.loc.gov/catdir/enhancements/fy0663/2005930379-d.html

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