Probability theory in finance: a mathematical guide to the Black-Scholes formula/ Seán Dineen.
Series: Graduate studies in mathematics ; 70Publication details: Providence, R.I.: American Mathematical Society, c2005.Description: xiii, 294 p.: illISBN:- 0821839519 (alk. paper)
- 519.2 D583p
Item type | Current library | Collection | Call number | Copy number | Status | Date due | Barcode |
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Books | Castorina Estantes Abertas (Open Shelves) | Livros (Books) | 519.2 D583p 2005 IMPA (Browse shelf(Opens below)) | 1 | Available | 39063000628159 |
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519.2 D514n 1986 IMPA Non-uniform random variate generation/ | 519.2 D533u 1988 IMPA Unimodality, convexity, and applications/ | 519.2 D536m 2009 IMPA Malliavin calculus for Lévy processes with applications to finance/ | 519.2 D583p 2005 IMPA Probability theory in finance: a mathematical guide to the Black-Scholes formula/ | 519.2 D598 1995 IMPA Dirichlet forms and stochastic processes: proceedings of the international conference held in Beijing, China, October 25-31, 1993/ | 519.2 D644a 1985 IMPA Analysis of experiments with missing data/ | 519.2 D733a 1980 IMPA Analysis with standard contagious distributions/ |
Includes bibliographical references (p. 289-290) and index.
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