Stochastic finance (Record no. 46758)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 01917nam a2200409 i 4500 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | UDJG |
| 006 - FIXED-LENGTH DATA ELEMENTS--ADDITIONAL MATERIAL CHARACTERISTICS | |
| fixed length control field | a||||go|||| 001 0 |
| 007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION | |
| fixed length control field | cr aa aaaaaaaa |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 210210t2016 gw ||go|||| 001 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9783110463453 |
| 040 ## - CATALOGING SOURCE | |
| Original cataloging agency | UDJG |
| Language of cataloging | rum |
| 041 ## - LANGUAGE CODE | |
| Language code of text/sound track or separate title | eng |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| 9 (RLIN) | 41629 |
| Personal name | FÖLLMER, Hans |
| 245 10 - TITLE STATEMENT | |
| Title | Stochastic finance |
| Medium | [online] : |
| Remainder of title | an Introduction in discrete time / |
| Statement of responsibility, etc. | Hans Föllmer, Alexander Schied |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Place of publication, distribution, etc. | Berlin : |
| Name of publisher, distributor, etc. | De Gruyter, |
| Date of publication, distribution, etc. | 2016 |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | 1 resursă online |
| -- | (596 p.) |
| 490 ## - SERIES STATEMENT | |
| Series statement | De Gruyter Textbook |
| 505 ## - FORMATTED CONTENTS NOTE | |
| Title | Frontmatter |
| -- | Preface to the fourth edition<br/> |
| -- | Preface to the third edition<br/> |
| -- | Preface to the second edition<br/> |
| -- | Preface to the first edition<br/> |
| 505 ## - FORMATTED CONTENTS NOTE | |
| Formatted contents note | Part I: Mathematical finance in one period |
| Title | 1. Arbitrage theory<br/> |
| -- | 2. Preferences<br/> |
| -- | 3. Optimality and equilibrium<br/> |
| -- | 4. Monetary measures of risk<br/> |
| 505 ## - FORMATTED CONTENTS NOTE | |
| Formatted contents note | Part II: Dynamic hedging |
| Title | 5. Dynamic arbitrage theory<br/> |
| -- | 6. American contingent claims<br/> |
| -- | 7. Superhedging<br/> |
| -- | 8. Efficient hedging<br/> |
| -- | 9. Hedging under constraints<br/> |
| -- | 10. Minimizing the hedging error<br/> |
| -- | 11. Dynamic risk measures<br/> |
| -- | Appendix<br/> |
| -- | Bibliographical notes<br/> |
| -- | References<br/> |
| -- | List of symbols<br/> |
| -- | Index<br/> |
| 536 ## - FUNDING INFORMATION NOTE | |
| Text of note | Achiziție prin proiectul Anelis Plus 2020. |
| 648 ## - SUBJECT ADDED ENTRY--CHRONOLOGICAL TERM | |
| Source of heading or term | UDJG |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Source of heading or term | UDJG |
| Topical term or geographic name as entry element | DE-Matematică |
| 9 (RLIN) | 585 |
| 651 ## - SUBJECT ADDED ENTRY--GEOGRAPHIC NAME | |
| Source of heading or term | UDJG |
| 655 ## - INDEX TERM--GENRE/FORM | |
| Source of term | UDJG |
| 690 #7 - LOCAL SUBJECT ADDED ENTRY--TOPICAL TERM (OCLC, RLIN) | |
| 9 (RLIN) | 35248 |
| Topical term or geographic name as entry element | cărți electronice |
| 690 #7 - LOCAL SUBJECT ADDED ENTRY--TOPICAL TERM (OCLC, RLIN) | |
| Topical term or geographic name as entry element | cărți achiziții |
| 9 (RLIN) | 3407 |
| 690 #7 - LOCAL SUBJECT ADDED ENTRY--TOPICAL TERM (OCLC, RLIN) | |
| Topical term or geographic name as entry element | cărți străine |
| 9 (RLIN) | 102 |
| 690 #7 - LOCAL SUBJECT ADDED ENTRY--TOPICAL TERM (OCLC, RLIN) | |
| 9 (RLIN) | 8905 |
| Topical term or geographic name as entry element | procese stochastice |
| 690 #7 - LOCAL SUBJECT ADDED ENTRY--TOPICAL TERM (OCLC, RLIN) | |
| 9 (RLIN) | 1999 |
| Topical term or geographic name as entry element | statistică matematică |
| 690 #7 - LOCAL SUBJECT ADDED ENTRY--TOPICAL TERM (OCLC, RLIN) | |
| 9 (RLIN) | 7251 |
| Topical term or geographic name as entry element | probabilități și statistică matematică |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | SCHIED, Alexander |
| 9 (RLIN) | 41630 |
| 850 ## - HOLDING INSTITUTION | |
| Holding institution | UDJG |
| 856 41 - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | <a href="https://www-degruyter-com.am.e-nformation.ro/document/doi/10.1515/9783110463453/html">https://www-degruyter-com.am.e-nformation.ro/document/doi/10.1515/9783110463453/html</a> |
| Public note | Acces la textul integral numai din contul de acces mobil. |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Source of classification or shelving scheme | Universal Decimal Classification |
| Koha item type | E-Books |
No items available.