＜図書＞
Mathematical models in finance / edited by S.D. Howison, F.P. Kelly and P. Wilmott
Mathematical models in finance
| データ種別 | 図書 |
|---|---|
| 出版者 | London : Chapman & Hall for The Royal Society |
| 出版年 | 1995 |
| 本文言語 | 英語 |
| 大きさ | vii, 152 p. : ill. ; 24 cm |
目次／あらすじ
所蔵情報を非表示
| 巻 次 | 配架場所 | 請求記号 | 登録番号 | 状 態 | コメント | ISBN | 刷 年 | 予約 |
|---|---|---|---|---|---|---|---|---|
|
|
3階 | 338.01/Ma72 | 0097046177 |
|
0412630702 | 1995 |
書誌詳細を非表示
| 内容注記 | Influence of mathematical models in finance on practice : past, present and future / R.C. Merton Applied mathematics and finance / S.D. Howison Stock price fluctuation as a diffusion in a random environment / H. FK̇llmer A note on super-replicating strategies / M.H.A. Davis and J.M.C. Clark Worldwide security market anomalies / W.T. Ziemba and C.R. Hensel Making money from mathematical models / D. Harding Path-dependent options and transaction costs / J.N. Dewynne, A.E. Whalley and P. Wilmott Stochastic equity volatility and the capital structure of the firm / A. Bensoussan, M. Crouhy and D. Galai The general mean-variance portfolio selection problem / H.M. Markowitz (General discussion) On a free boundary problem that arises in portfolio management / S.R. Pliska and M.J.P. Selby Interest rate volatility and the shape of the term structure / R.H. Brown and S.M. Schaefer Multi-factor term structure models / D. Duffie and R. Kan Dynamic asset allocation : insights from theory / S.D. Hodges |
|---|---|
| 一般注記 | "First published in 1994 by the Royal Society in Phil. Trans. R. Soc. Land. [i.e. Lond.]"--T.p. verso Includes bibliographical references and index |
| 著者標目 | Howison, Sam Kelly, F. P. (Frank P.) Wilmott, Paul Royal Society |
| 件 名 | Finance -- Mathematical models 全ての件名で検索 |
| 分 類 | NDC8:338.01 |
| 書誌ID | 1000079484 |
| ISBN | 0412630702 |
| NCID | BA25492893 |
目次／あらすじ