Mendeley出力
＜図書＞
Prices in financial markets
| 責任表示 | Michael U. Dothan |
|---|---|
| データ種別 | 図書 |
| 出版情報 | New York : Oxford University Press , 1990 |
| 本文言語 | 英語 |
| 大きさ | xv, 342 p. : ill. ; 25 cm |
| 概要 | This book offers a unified treatment of selected topics in the theory of financial markets. Starting with discrete time models, Dothan introduces discrete time stochastic calculus and discrete marting...le methods of intuitive simplicity to characterize attainability, completeness, pricing, and the relationship between risk and return in financial markets. Subsequently, he uses the intuition developed in conjunction with the discrete time theory to introduce continuous time calculus for continuous, jump, and mixed continuous-jump processes, and to deal with attainability, completeness, pricing, and the relationship between risk and return in general continuous time models. Throughout, the exposition of the continuous time theory emphasizes the analogies between discrete time and continuous time methods and results. The book includes many examples, applications to the pricing of options and other derivative securities, and an extensive discussion of the Black-Scholes model and its most general theoretical extension. 続きを見る |
所蔵情報
| 状態 | 巻次 | 所蔵場所 | 請求記号 | 刷年 | 文庫名称 | 資料番号 | コメント | 予約・取寄 | 複写申込 | 自動書庫 |
|---|---|---|---|---|---|---|---|---|---|---|
|
|
|
中央図 3B | 338.1/D 88/1 | 1990 |
|
068172191007055 |
|
書誌詳細
| 一般注記 | Bibliography: p. 331-336 Includes index |
|---|---|
| 著者標目 | *Dothan, Michael U. |
| 件 名 | LCSH:Finance -- Mathematical models 全ての件名で検索 |
| 分 類 | LCC:HG174 DC20:332/.01/5192 |
| 書誌ID | 1000087685 |
| ISBN | 9780195053128 |
| NCID | BA10126508 |
| 巻冊次 | ISBN:9780195053128 ; XISBN:0195053125 |
| 登録日 | 2009.09.10 |
| 更新日 | 2009.09.10 |