02562nam 2200625Ia 450 991081973620332120240410080401.01-281-87690-99786611876906981-256-452-7(CKB)1000000000033215(EBL)234370(OCoLC)475941311(SSID)ssj0000175608(PQKBManifestationID)11152272(PQKBTitleCode)TC0000175608(PQKBWorkID)10204066(PQKB)11112752(MiAaPQ)EBC234370(WSP)00004529(Au-PeEL)EBL234370(CaPaEBR)ebr10083770(CaONFJC)MIL187690(OCoLC)936902677(EXLCZ)99100000000003321520030415d2003 uy 0engurcn|||||||||txtccrHypermodels in mathematical finance modelling via infinitesimal analysis /Siu-Ah Ng1st ed.River Edge, N.J. World Scientificc20031 online resource (313 p.)Description based upon print version of record.981-02-4428-2 Includes bibliographical references (p. 289-294) and index.Preface; Contents; NOTATION AND CONVENTION; Chapter 1 Basic Concepts and Practice in Finance; Chapter 2 Infinitesimal Analysis and Hypermodels; Chapter 3 Absence of Arbitrage; Chapter 4 Explicit Option Pricing; Chapter 5 Pricing with Binary Tree Hypermodels; Chapter 6 Further Applications; Chapter 7 The Mathematics of Hypermodels; Appendix A Mathematica Programs; Bibliography; IndexAt the beginning of the new millennium, two unstoppable processes are taking place in the world: (1) globalization of the economy; (2)information revolution. As a consequence, there is greater participation of the world population in capital market investment,such as bonds and stocks and their derivatives.InvestmentsMathematical modelsSecuritiesMathematical modelsRisk managementMathematical modelsInvestmentsMathematical models.SecuritiesMathematical models.Risk managementMathematical models.332.6Ng Siu-Ah614173MiAaPQMiAaPQMiAaPQBOOK9910819736203321Hypermodels in mathematical finance1130038UNINA