机读格式显示(MARC)
- 000 02048cam a2200433 i 4500
- 008 220720s2023 flua b 001 0 eng
- 020 __ |a 9781498780407 |q (hardback)
- 020 __ |a 1498780407 |q (hardback)
- 020 __ |a 9781032403892 |q (paperback)
- 020 __ |a 1032403896 |q (paperback)
- 020 __ |z 9780429113659 |q (ebook)
- 040 __ |a DLC |b eng |e rda |c DLC |d OCLCF |d CLO
- 050 00 |a HF5691 |b .H348 2023
- 082 00 |a 332/.0151 |2 23/eng/20220720
- 099 __ |a CAL 022023040862
- 100 1_ |a Hastings, Kevin J., |d 1955- |e author.
- 245 10 |a Financial mathematics : |b from discrete to continuous time / |c Kevin J. Hastings.
- 260 __ |a Boca Raton ; |a London : |b CRC Press, Taylor & Francis Group, |c 2023.
- 300 __ |a xvii, 411 pages : |b illustrations ; |c 24 cm.
- 336 __ |a text |b txt |2 rdacontent
- 337 __ |a unmediated |b n |2 rdamedia
- 338 __ |a volume |b nc |2 rdacarrier
- 490 1_ |a Chapman & Hall/ CRC Financial Mathematics Series
- 504 __ |a Includes bibliographical references and index.
- 505 0_ |a Review of preliminaries -- Portfolio selection and CAPM theory -- Discrete-time derivatives valuation -- Continuous probability models -- Derivative valuation in continuous time.
- 520 __ |a "This book is a study of the mathematical ideas and techniques that are important to the two main arms of the area of Financial Mathematics: portfolio optimization and derivative valuation. The text is authored for courses taken by advanced undergraduates, MBA, or other students in quantitative finance programs"-- |c Provided by publisher.
- 650 _0 |a Business mathematics.
- 650 _7 |a Business mathematics. |2 fast
- 776 08 |i Online version: |a Hastings, Kevin J., 1955- |t Financial mathematics. |b First edition |d Boca Raton : CRC Press, 2023 |z 9780429113659 |w (DLC) 2022030741
- 830 _0 |a Chapman & Hall/CRC financial mathematics series.