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|a 332.6/01/51
|2 21
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100 |
1 |
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|a Ross, Sheldon M.
|9 369957
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245 |
1 |
3 |
|a An elementary introduction to mathematical finance :
|b options and other topics /
|c Sheldon M. Ross.
|
246 |
3 |
0 |
|a Introduction to mathematical finance
|
250 |
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|a 2nd ed.
|
260 |
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|a Cambridge, UK ;
|a New York :
|b Cambridge University Press,
|c 2003.
|
300 |
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|a xv, 253 p. :
|b il. ;
|c 24 cm.
|
500 |
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|a Ed. rev. de: An introduction to mathematical finance. 1999.
|
504 |
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|a Incluye bibliografías e índice.
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505 |
0 |
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|a 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 |
|
4 |
|a Inversiones
|x Matemáticas.
|
650 |
|
7 |
|a Análisis estocástico
|9 2639
|
650 |
|
4 |
|a Opciones (Finanzas)
|x Modelos matemáticos.
|
650 |
|
4 |
|a Valores
|x Precios
|x Modelos matemáticos.
|
700 |
1 |
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|a Ross, Sheldon M.
|t Introduction to mathematical finance.
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|a Z0
|b UV#
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902 |
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|a DGBUV
|
596 |
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|a 10
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|c LIBRO
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|c 206414
|d 206414
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