000			02034cam a2200433 a 4500
001			17225768
003			ZET-ke
005			20220428115907.0
008			120326s2012 nyua b 001 0 eng d
010			_a 2012936125
020			_a9781461435815
020			_a1461435811
035			_a(OCoLC)ocn785082509
040			_aDlc _beng _cDlc _dZET-ke
042			_alccopycat
050	0	0	_aHG4515.3 _b.R66 2012
072		7	_aHG _2lcco
082	0	4	_a332.01/513
100	1		_aRoman, Steven. _91952
245	1	0	_aIntroduction to the mathematics of finance : _barbitrage and option pricing / _cSteven Roman.
250			_a2nd ed.
260			_aNew York : _bSpringer, _cc2012.
300			_axvi, 287 p. : _bill. ; _c25 cm.
490	1		_aUndergraduate texts in mathematics, _x0172-6056
504			_aIncludes bibliographical references (p. 281-282) and index.
505			_aBackground on options -- An aperitif on arbitrage -- Discrete probability --Stochastic process, filtrations and martingales -- Discrete -time pricing models -- The binomial model -- Pricing nonattainable alternatives in an incomplete market --Optimal stopping and American options -- continuous probability-- the black Scholes option pricing formula
650		0	_aInvestments _xMathematics.
650		0	_aCapital assets pricing model.
650		0	_aPortfolio management _xMathematical models.
650		0	_aOptions (Finance) _xPrices.
830		0	_aUndergraduate texts in mathematics.
856	4	2	_3Contributor biographical information _uhttp://www.loc.gov/catdir/enhancements/fy1306/2012936125-b.html
856	4	2	_3Publisher description _uhttp://www.loc.gov/catdir/enhancements/fy1306/2012936125-d.html
856	4	1	_3Table of contents only _uhttp://www.loc.gov/catdir/enhancements/fy1306/2012936125-t.html
906			_a7 _bcbc _ccopycat _d2 _encip _f20 _gy-gencatlg
942			_2lcc _cBK _hHF5691 _i.R66 2012 _kHF5691 _m.R66 2012
999			_c5245 _d5245