332.645
Anderson, Greg.
Lectures on financial mathematics : discrete asset pricing / [electronic resource] :
/ Greg Anderson, Alec N. Kercheval.
.- San Rafael, Calif. (1537 Fourth Street, San Rafael, CA 94901 USA) :: Morgan & Claypool,, c2010.
.- 1 electronic text (xi, 51 p.) :. digital file.
** Synthesis lectures on mathematics and statistics, * # 7 1938-1751 ; )
HG6024.A3 / A534 2010
- Synthesis digital library of engineering and computer science. Synthesis lectures on mathematics and statistics, # 7. .
Part of: Synthesis digital library of engineering and computer science. Series from website.
Includes bibliographical references (p. 49-50).
Abstract freely available; full-text restricted to subscribers or individual document purchasers.
Compendex INSPEC Google scholar Google book search
Mode of access: World Wide Web. System requirements: Adobe Acrobat Reader.
ISBN: 9781608454969 (electronic bk.)
10.2200/S00293ED1V01Y201008MAS007 doi
Subject Headings: Derivative securities;--Prices--Mathematical models.
arbitrage martingale incomplete markets forward measure forward contract futures tree models
Author Added Entry: Kercheval, Alec N.;
Copy Details: Acc. No.: EBKE273, Full Call No.: , Item type: E books , Location: , ------------------------- --------------------- ------ --------- ------- ------- --------- --------