Mendeley出力
＜図書＞
Introduction to mathematical finance : American Mathematical Society short course, January 6-7, 1997, San Diego, California
| 責任表示 | David C. Heath, Glen Swindle, editors |
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| シリーズ | Proceedings of symposia in applied mathematics ; v. 57 . AMS short course lecture notes |
| データ種別 | 図書 |
| 出版情報 | Providence, R.I. : American Mathematical Society , c1999 |
| 本文言語 | 英語 |
| 大きさ | ix, 167 p. : ill. ; 27 cm |
| 概要 | Papers from a January 1997 meeting look at issues including quantitative methods for portfolio management, option pricing and the mathematical theory of risk, and non-arbitrage and the fundamental the...rem of asset pricing. Other subjects are models for the evolution of the term structure of interest rates, transition densities for interest rate and other nonlinear diffusions, and transaction costs in portfolio management and derivative pricing. Annotation copyrighted by Book News, Inc., Portland, OR続きを見る |
| 電子版へのリンク |
https://hdl.handle.net/2324/6868257 https://hdl.handle.net/2324/7115619 |
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 |
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中央図 3B | 338.01/H 51/20070095 | 1999 |
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017212007500950 |
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理系図 自動書庫 | 逐次刊行物 | c1999 |
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023211999010654 |
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理系図 自動書庫 | SER/PSAM/K57 | c1999 |
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027232003279696 |
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書誌詳細
| 一般注記 | Includes bibliographical references and index "Lecture notes prepared for the American Mathematical Society Short Course, Mathematical Finance, held in San Diego, California" -- T.p. verso |
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| 著者標目 | Heath, David C Swindle, Glen American Mathematical Society Short Course, Mathematical Finance (1997 : San Diego) |
| 書誌ID | 1001368089 |
| ISBN | 082180751X |
| NCID | BA45358816 |
| 巻冊次 | ISBN:082180751X |
| 登録日 | 2009.09.18 |
| 更新日 | 2017.02.18 |