LEADER 02083nam0 2200481 i 450 001 VAN0124616 005 20230628124007.496 017 70$2N$a9783319778211 100 $a20191022d2018 |0itac50 ba 101 $aeng 102 $aCH 105 $a|||| ||||| 200 1 $aContinuous-Time Asset Pricing Theory$eA Martingale-Based Approach$fRobert A. Jarrow 210 $aCham$cSpringer$d2018 215 $axxiii, 448 p.$d24 cm 410 1$1001VAN0123747$12001 $aSpringer finance textbook$1210 $aBerlin [etc.]$cSpringer 500 1$3VAN0236184$aContinuous-Time Asset Pricing Theory$91564688 606 $a60Gxx$xStochastic processes [MSC 2020]$3VANC020000$2MF 606 $a90Cxx$xMathematical programming [MSC 2020]$3VANC020086$2MF 606 $a49Kxx$xOptimality conditions [MSC 2020]$3VANC025070$2MF 606 $a91G30$xInterest rates, asset pricing, etc. (stochastic models) [MSC 2020]$3VANC031012$2MF 610 $aArbitrage pricing$9KW:K 610 $aAsset pricing theory$9KW:K 610 $aCash flows$9KW:K 610 $aContinuous-time asset pricing$9KW:K 610 $aDerivatives pricing$9KW:K 610 $aEquilibrium pricing$9KW:K 610 $aMartingale measure$9KW:K 610 $aMathematical Finance$9KW:K 610 $aPortfolio optimization$9KW:K 610 $aPortfolio theory$9KW:K 610 $aQuantitative Finance$9KW:K 620 $aCH$dCham$3VANL001889 700 1$aJarrow$bRobert A.$3VANV096057$0122733 712 $aSpringer $3VANV108073$4650 801 $aIT$bSOL$c20240614$gRICA 856 4 $uhttp://doi.org/10.1007/978-3-319-77821-1$zE-book ? Accesso al full-text attraverso riconoscimento IP di Ateneo, proxy e/o Shibboleth 899 $aBIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA$1IT-CE0120$2VAN08 912 $fN 912 $aVAN0124616 950 $aBIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA$d08CONS e-book 1080 $e08eMF1080 20191022 996 $aContinuous-Time Asset Pricing Theory$91564688 997 $aUNICAMPANIA