机读格式显示(MARC)

• 000 01186cam a2200313 i 4500

• 001 0000851591

• 003 CAL

• 005 20180327143900.0

• 008 170608s2017 mau b 001 0 eng

• 010 __ |a 2017000433

• 020 __ |a 9780262036559 (hardcover : alk. paper)

• 040 __ |a DLC |b eng |c DLC |e rda |d DLC

• 042 __ |a pcc

• 050 00 |a HG4636 |b .L93 2017

• 082 00 |a 332.63/2 |2 23

• 093 __ |a F830.91 |2 5

• 099 __ |a CAL 022017120152

• 100 1_ |a Lyasoff, Andrew |e author.

• 245 10 |a Stochastic methods in asset pricing / |c Andrew Lyasoff.

• 264 _1 |a Cambridge, Massachusetts : |b The MIT Press, |c [2017]

• 300 __ |a xxv, 605 pages ; |c 24 cm

• 336 __ |a text |b txt |2 rdacontent

• 337 __ |a unmediated |b n |2 rdamedia

• 338 __ |a volume |b nc |2 rdacarrier

• 504 __ |a Includes bibliographical references and index.

• 505 0_ |a Preface -- Notation -- Preliminaries -- Probability spaces and related structures -- Integration -- Absolute continuity, conditioning and independence -- Convergence of random variables -- The art of random sampling.

• 650 _0 |a Securities |x Prices |x Mathematical models.

• 650 _0 |a Stochastic processes.

• 921 __ |a CASHL |b CEPIEC |c 9780262036559