LEADER 02034nam a2200337 i 4500
001 991001264829707536
008 051018s1999    riua     b    001 0 eng d
020   $a082180751X
035   $ab1334609x-39ule_inst
040   $aDip.to Matematica$beng
082 0 $a519.5$221
084   $aAMS 91B28
084   $aAMS 60H30
084   $aLC HG4515.2.I57
245 00$aIntroduction to mathematical finance :$bAmerican Mathematical Society short course, January 6-7, 1997, San Diego, California /$cDavid C. Heath, Glen Swindle, editors
260   $aProvidence, R. I. :$bAmerican Mathematical Society,$cc1999
300   $aix, 167 p. :$bill. ;$c27 cm
440  0$aProceedings of symposia in applied mathematics,$x0160-7634 ;$v57.$pAMS short course lecture notes
504   $aIncludes bibliographical references and index
505 0 $aQuantitative methods for portfolio management / Steven E. Shreve. An introduction to option pricing and the mathematical theory of risk / Marco Avellaneda. Non-arbitrage and the fundamental theorem of asset pricing : summary of main results / Freddy Delbaen and Walter Schachermayer. Introduction to models for the evolution of the term structure of interest rates / David Heath. Transition densities for interest rate and other nonlinear diffusions / Yacine A·it-Sahalia. Transaction costs in portfolio management and derivative pricing / Thaleia Zariphopoulou
650  0$aInvestments$xMathematical models
650  0$aPortfolio management
700 1 $aHeath, David C.
700 1 $aSwindle, Glen$eauthor$4http://id.loc.gov/vocabulary/relators/aut$0738050
710 2 $aAmerican Mathematical Society :$bShort course$d<1997 ;$cSan Diego, California>
907   $a.b1334609x$b02-04-14$c18-10-05
912   $a991001264829707536
945   $aLE013 91B HEA11 (1999)$g1$i2013000291499$lle013$op$pE26.61$q-$rl$s-  $t0$u5$v0$w5$x0$y.i14155850$z21-11-05
996   $aIntroduction to mathematical finance$91461660
997   $aUNISALENTO
998   $ale013$b18-10-05$cm$da  $e-$feng$griu$h0$i0