| 000 | 01071camuu2200313 a 4500 | |
| 001 | 000045286489 | |
| 005 | 20060811110425 | |
| 008 | 051109s2006 gw b 000 0 eng | |
| 010 | ▼a 2005937005 | |
| 020 | ▼a 3540219927 (hard cover : alk. paper) | |
| 020 | ▼a 9783540219927 (hard cover : alk. paper) | |
| 035 | ▼a (KERIS)REF000012517190 | |
| 040 | ▼a DLC ▼c DLC ▼d DLC ▼d 211009 | |
| 042 | ▼a pcc | |
| 050 | 0 0 | ▼a HG6024.A3 ▼b D462 2006 |
| 082 | 0 0 | ▼a 332.64/5 ▼2 22 |
| 090 | ▼a 332.645 ▼b D344m | |
| 100 | 1 | ▼a Delbaen, Freddy. |
| 245 | 1 4 | ▼a The mathematics of arbitrage / ▼c Freddy Delbaen, Walter Schachermeyer. |
| 260 | ▼a Berlin ; ▼a New York, NY : ▼b Springer , ▼c c2006. | |
| 300 | ▼a xvi, 373 p. ; ▼c 25 cm. | |
| 440 | 0 | ▼a Springer finance |
| 504 | ▼a Includes bibliographical references (p. [359]-373). | |
| 650 | 0 | ▼a Arbitrage ▼x Mathematical models. |
| 650 | 0 | ▼a Derivative securities ▼x Prices ▼x Mathematical models. |
| 650 | 0 | ▼a Hedging (Finance) |
| 700 | 1 | ▼a Schachermayer, Walter. |
| 945 | ▼a KINS |
소장정보
| No. | 소장처 | 청구기호 | 등록번호 | 도서상태 | 반납예정일 | 예약 | 서비스 |
|---|---|---|---|---|---|---|---|
| No. 1 | 소장처 과학도서관/Sci-Info(2층서고)/ | 청구기호 332.645 D344m | 등록번호 121130991 (7회 대출) | 도서상태 대출가능 | 반납예정일 | 예약 | 서비스 |
컨텐츠정보
책소개
A Guided Tour to Arbitrage Theory.- The Story in a Nutshell.- Models of Financial Markets on Finite Probability Spaces.- Utility Maximisation on Finite Probability Spaces.- Bachelier and Black-Scholes.- The Kreps-Yan Theorem.- The Dalang-Morton-Willinger Theorem.- A Primer in Stochastic Integration.- Arbitrage Theory in Continuous Time: an Overview.- The Original Papers.- A General Version of the Fundamental Theorem of Asset Pricing (1994).- A Simple Counter-Example to Several Problems in the Theory of Asset Pricing (1998).- The No-Arbitrage Property under a Change of Num?raire (1995).- The Existence of Absolutely Continuous Local Martingale Measures (1995).- The Banach Space of Workable Contingent Claims in Arbitrage Theory (1997).- The Fundamental Theorem of Asset Pricingfor Unbounded Stochastic Processes (1998).- A Compactness Principle for Bounded Sequences of Martingales with Applications (1999).
정보제공 :
목차
A Guided Tour to Arbitrage Theory.- The Story in a Nutshell.- Models of Financial Markets on Finite Probability Spaces.- Utility Maximisation on Finite Probability Spaces.- Bachelier and Black-Scholes.- The Kreps-Yan Theorem.- The Dalang-Morton-Willinger Theorem.- A Primer in Stochastic Integration.- Arbitrage Theory in Continuous Time: an Overview.- The Original Papers.- A General Version of the Fundamental Theorem of Asset Pricing (1994).- A Simple Counter-Example to Several Problems in the Theory of Asset Pricing (1998).- The No-Arbitrage Property under a Change of Numeraire (1995).- The Existence of Absolutely Continuous Local Martingale Measures (1995).- The Banach Space of Workable Contingent Claims in Arbitrage Theory (1997).- The Fundamental Theorem of Asset Pricingfor Unbounded Stochastic Processes (1998).- A Compactness Principle for Bounded Sequences of Martingales with Applications (1999).
정보제공 :