LEADER 01435nam0 2200337 i 450 
001 SUN0124616
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010   $d0.00
017 70$2N$a978-3-319-77821-1
100   $a20191022d2018       |0engc50      ba
101   $aeng
102   $aCH
105   $a||||    |||||
200 1 $a*Continuous-Time Asset Pricing Theory$eA Martingale-Based Approach$fRobert A. Jarrow
205   $aCham : Springer, 2018
210   $axxiii$d448 p. ; 24 cm
215   $aPubblicazione in formato elettronico
410  1$1001SUN0123747$12001 $a*Springer finance textbook$1210  $aBerlin$cSpringer$d2004-.
606   $a60Gxx$xStochastic processes [MSC 2020]$2MF$3SUNC020000
606   $a90Cxx$xMathematical programming [MSC 2020]$2MF$3SUNC020086
606   $a49Kxx$xOptimality conditions [MSC 2020]$2MF$3SUNC025070
606   $a91G30$xInterest rates, asset pricing, etc. (stochastic models)  [MSC 2020]$2MF$3SUNC031012
620   $aCH$dCham$3SUNL001889
700  1$aJarrow$b, Robert A.$3SUNV096057$0122733
712   $aSpringer$3SUNV000178$4650
801   $aIT$bSOL$c20210503$gRICA
856 4 $uhttp://doi.org/10.1007/978-3-319-77821-1
912   $aSUN0124616
950   $aUFFICIO DI BIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA$d08CONS      e-book                  1080        $e08eMF1080              20191022            
996   $aContinuous-Time Asset Pricing Theory$91564688
997   $aUNICAMPANIA