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Stochastic calculus for finance /

~

Shreve, Steven E.

Stochastic calculus for finance /

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
正題名/作者:	Stochastic calculus for finance /Steven E. Shreve.
作者:	Shreve, Steven E.
出版者:	New York :Springer,c2004.
面頁冊數:	2 v. :ill. ;25 cm.
標題:	FinanceMathematical models
電子資源:	http://www.loc.gov/catdir/enhancements/fy0813/2003063342-d.html
電子資源:	http://www.loc.gov/catdir/enhancements/fy0813/2003063342-t.html
ISBN:	0387401008 (v. 1)

Stochastic calculus for finance /
Shreve, Steven E.

Stochastic calculus for finance /Steven E. Shreve. - New York :Springer,c2004. - 2 v. :ill. ;25 cm. - Springer finance. Textbook.

Includes bibliographical references and indexes.

v. 1. The binomial asset pricing model -- 2. Continuous-time models.

ISBN: 0387401008 (v. 1)

LCCN: 2003063342Subjects--Topical Terms:

217204
Finance
--Mathematical models

LC Class. No.: HG106 / .S57 2004

Dewey Class. No.: 332/.01/51922

Stochastic calculus for finance /
LDR:01096cam 2200301 a 4500 001 317127
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008 120119s2004 nyua b 001 0 eng
010 $a 2003063342 $z 2005925587
020 $a 0387401008 (v. 1)
020 $a 0387401016 (v. 2) : $c NT$1250
020 $a 9780387401010 (v. 2)
035 $a 00000451
040 $a DLC $c DLC $d DLC
041 0 $a eng
042 $a pcc
050 0 0 $a HG106 $b .S57 2004
082 0 0 $a 332/.01/51922 $2 22
100 1 $a Shreve, Steven E. $3 190905
245 1 0 $a Stochastic calculus for finance / $c Steven E. Shreve.
260 $a New York : $b Springer, $c c2004.
300 $a 2 v. : $b ill. ; $c 25 cm.
490 0 $a Springer finance. Textbook
490 0 $a Springer finance
504 $a Includes bibliographical references and indexes.
505 0 $a v. 1. The binomial asset pricing model -- 2. Continuous-time models.
650 0 $a Finance $x Mathematical models $3 217204
650 0 $a Stochastic analysis $3 281770
740 0 2 $a Binomial asset pricing model.
740 0 2 $a Continuous-time models.
856 4 2 $3 Publisher description $u http://www.loc.gov/catdir/enhancements/fy0813/2003063342-d.html
856 4 1 $3 Table of contents only $u http://www.loc.gov/catdir/enhancements/fy0813/2003063342-t.html

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HG106 S561 v.2 2004

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http://www.loc.gov/catdir/enhancements/fy0813/2003063342-d.html
http://www.loc.gov/catdir/enhancements/fy0813/2003063342-t.html

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