LEADER 01942nam a2200373 i 4500
001 991001560059707536
008 030415s2003    enka     b    001 0 eng d
020   $a0521814294
035   $ab12164574-39ule_inst
040   $aDip.to Matematica$beng
082 0 $a332.60151$221
084   $aAMS 91B28
084   $aLC HG4515.3.R67
100 1 $aRoss, Sheldon M.$020432
245 13$aAn elementary introduction to mathematical finance :$boptions and other topics /$cSheldon M. Ross
246 30$aIntroduction to mathematical finance
250   $a2nd ed.
260   $aCambridge, U. K. :$bCambridge University Press,$c2003
300   $axv, 253 p. :$bill. ;$c24 cm
500   $aRev. ed. of: An introduction to mathematical finance. - 1999.
504   $aIncludes bibliographical references and index.
505 0 $aContents: Probability ; Normal random variables ; Geometric Brownian motion ; Interest rates and present value analysis ; Pricing contracts via Arbitrage ; The Arbitrage Theorem ; The Black-Scholes formula ; Additional results on options ; Valuing by expected utility ; Optimization models ; Exotic options ; Beyond geometric Brownian motion models ; Autogressive models and mean reversion.
650  0$aInvestments$xMathematics
650  0$aStochastic analysis
650  0$aOptions (Finance)$xMathematical models
650  0$aSecurities$xPrices$xMathematical models
856 41$uhttp://catdir.loc.gov/catdir/toc/cam031/2002073603.html$zTable of contents
856 42$uhttp://catdir.loc.gov/catdir/description/cam0210/2002073603.html$zPublisher description
907   $a.b12164574$b13-11-12$c15-04-03
912   $a991001560059707536
945   $aLE013 91B ROS12 (2003)$g1$i2013000138114$lle013$o-$pE44.60$q-$rl$s-  $t0$u11$v1$w11$x0$y.i12506126$z28-04-03
996   $aElementary introduction to mathematical finance$9147500
997   $aUNISALENTO
998   $ale013$b15-04-03$cm$da  $e-$feng$genk$h3$i1