MARC Rapport

001 14474272
005 20070723111312.0
008 060731s2007    enk b    001 0 eng  
010   $a  2006025149
020   $a0415414474$a0415414482$c$134.29
037   $bMIS$bBooks Unlimited
040   $aDLC$cDLC$dDLC
050 00$aHG106$b.D68 2007
082 00$222$a519.2:336
100 1 $aDokuchaev, Nikolai
245 10$aMathematical Finance$bCore Theory, Problems, and Statistical Algorithms$cNikolai Dokuchaev.$hPaperback
260   $aLondon ;$aNew York, NY :$bRoutledge,$c2007
263   $a0702
300   $aVIII, 196 p.
500   $a24 cm
Note in subsolul paginilor
Bibliografie p. 194
Index
      p. 195-196
Cuprinde:
Review of probability theory --
      Basics of stochastic theory -- Discrete time market
      models -- Basics of ito calculus and stochastic analysis
      -- Continuous time market models -- American options
      and binomial trees -- Implied and historical volatility
      -- Review of statistical estimation -- Estimation of
      models for stock prices -- Legend of notations and abbreviations.

504   $aIncludes bibliographical references and index.
505 0 $aReview of probability theory -- Basics of stochastic theory
      -- Discrete time market models -- Basics of ito
      calculus and stochastic analysis -- Continuous time market
      models -- American options and binomial trees --
      Implied and historical volatility -- Review of statistical
      estimation -- Estimation of models for stock prices --
      Legend of notations and abbreviations.
521   $aUniversitar
541   $d02-Jul-08$eNIR 2060
590   $aENG
650  0$aFinance$xMathematical models.
650  0$astatistica financiara
650  0$aeconometrie
650  0$amodele matematice (finante)
852   $90$bSala de lectura 1$cMIS$kREG$t1$zArrived$iDOK$p030203$h3855$cStudent$qExc
856 41$3Table of contents only 
856 41$uhttp://www.loc.gov/catdir/toc/ecip0618/2006025149.html
856 42$3Publisher description 
856 42$uhttp://www.loc.gov/catdir/enhancements/fy0731/2006025149-d.
      html
856   $uhttp://www.loc.gov/cgi-bin/zgate?present+524378+Default+1+1
      +M+1.2.840.10003.5.10+2+/cgi-bin/zgate%3fACTION%3dINI
      T%26FORM_HOST_PORT%3d/prod/www/data/z3950/locils2.htm
      l,z3950.loc.gov,7090$nLibrary of Congress
906   $a7$brix$corignew$d1$eecip$f20$gy-gencatlg
925 0 $aacquire$b2 shelf copies$xpolicy default
955   $ase38 2006-07-31$aaa11 2006-07-31$ese38 2006-07-31 to Dewey$ise38 2006-07-31
963   $aThomas Sutton; phone: 44-20 7017 6110; email:
      thomas.sutton@tand.co.uk; bc:
      l.segura@taylorandfrancis.com