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Stochastic calculus of variations in...

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Thalmaier, Anton.

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Stochastic calculus of variations in mathematical finance /

Record Type:	Language materials, printed : Monograph/item
Title/Author:	Stochastic calculus of variations in mathematical finance // Paul Malliavin, Anton Thalmaier.
Author:	Malliavin, Paul,
other author:	Thalmaier, Anton.
Published:	Berlin :Springer, : c2006.,
Description:	xi, 142 p. :ill. ;24 cm.
Series:	Springer finance
Subject:	Finance - Mathematical models. -
Online resource:	http://www.loc.gov/catdir/enhancements/fy0663/2005930379-d.htmlhttp://www.loc.gov/catdir/enhancements/fy0663/2005930379-d.html
ISBN:	3540434313 :

Stochastic calculus of variations in mathematical finance /
Malliavin, Paul,1925-

Stochastic calculus of variations in mathematical finance /Paul Malliavin, Anton Thalmaier. - Berlin :Springer,c2006. - xi, 142 p. :ill. ;24 cm. - Springer finance.

Includes bibliographical references (p. [127]-138) and index.

ISBN: 3540434313 :EUR44.95

LCCN: 2005930379

Nat. Bib. No.: GBA4W8466bnb

Nat. Bib. Agency Control No.: 012882440UkSubjects--Topical Terms:

578740
Finance
--Mathematical models.

LC Class. No.: HG106 / .M35 2006

Dewey Class. No.: 332.01/519232

Stochastic calculus of variations in mathematical finance /
LDR:00987cam a2200265 a 45 001 728415
005 20071207
008 071207s2006 gw a b 001 0 eng
010 $a 2005930379
015 $a GBA4W8466 $2 bnb
016 7 $a 012882440 $2 Uk
020 $a 3540434313 : $c EUR44.95
020 $a 9783540434313
035 $a (OCoLC)62531490
035 $a GO96T0255
040 $a DLC $c DLC $d UKM $d BAKER $d MUB $d HNK $d IXA $d NLGGC $d COO $d MUQ $d BTCTA $d YDXCP $d NDHU
042 $a pcc
050 0 0 $a HG106 $b .M35 2006
082 0 0 $a 332.01/519232 $2 22
082 0 4 $a 519.23 $2 22
100 $a Malliavin, Paul, $d 1925- $3 706103
245 1 0 $a Stochastic calculus of variations in mathematical finance / $c Paul Malliavin, Anton Thalmaier.
260 $a Berlin : $c c2006. $b Springer,
300 $a xi, 142 p. : $b ill. ; $c 24 cm.
440 0 $a Springer finance
504 $a Includes bibliographical references (p. [127]-138) and index.
650 $a Finance $x Mathematical models. $3 578740
650 $a Stochastic processes. $3 520663
700 $a Thalmaier, Anton. $3 814723
856 4 2 $3 Publisher description $u http://www.loc.gov/catdir/enhancements/fy0663/2005930379-d.html $z http://www.loc.gov/catdir/enhancements/fy0663/2005930379-d.html

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W0057721

六樓西文書區HC-Z(6F Western Language Books)

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HG106 M35 2006

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