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010   $a1-281-87690-9
010   $a9786611876906
010   $a981-256-452-7
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035   $a(OCoLC)475941311
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035   $a(PQKBTitleCode)TC0000175608
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100   $a20030415d2003      uy             0
101 0 $aeng
135   $aurcn|||||||||
181   $ctxt
182   $cc
183   $acr
200 10$aHypermodels in mathematical finance$b[electronic resource] $emodelling via infinitesimal analysis /$fSiu-Ah Ng
210   $aRiver Edge, N.J. $cWorld Scientific$dc2003
215   $a1 online resource (313 p.)
300   $aDescription based upon print version of record.
311   $a981-02-4428-2 
320   $aIncludes bibliographical references (p. 289-294) and index.
327   $aPreface; 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; Index
330   $aAt 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.
606   $aInvestments$xMathematical models
606   $aSecurities$xMathematical models
606   $aRisk management$xMathematical models
615  0$aInvestments$xMathematical models.
615  0$aSecurities$xMathematical models.
615  0$aRisk management$xMathematical models.
676   $a332.6
700   $aNg$b Siu-Ah$0614173
801  0$bMiAaPQ
801  1$bMiAaPQ
801  2$bMiAaPQ
906   $aBOOK
912   $a9910783227403321
996   $aHypermodels in mathematical finance$91130038
997   $aUNINA