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011 _aBIB MATCHES WORLDCAT
020 _a1848161921
020 _a9781848161924
020 _a184816193X
_qpbk.
020 _a9781848161931
_qpbk.
035 _a(ATU)b11435720
035 _a(OCoLC)228425531
040 _aYDXCP
_beng
_erda
_cYDXCP
_dBTCTA
_dBAKER
_dBWK
_dCDX
_dHNK
_dTXA
_dOCLCA
_dATU
050 4 _aHG106
_b.U38 2009
082 0 4 _a332.0285
_222
100 1 _aUǧur, Ömür.
_91221408
245 1 3 _aAn Introduction to computational finance /
_cÖmür Uǧ̌̌ur.
264 1 _aLondon :
_bImperial College Press,
_c[2009]
264 2 _aSingapore ;
_aHackensack, NJ :
_bDistributed by World Scientific
264 4 _c©2009
300 _axv, 298 pages :
_billustrations (some colour) ;
_c24 cm.
336 _atext
_btxt
_2rdacontent
337 _aunmediated
_bn
_2rdamedia
338 _avolume
_bnc
_2rdacarrier
490 1 _aSeries in quantitative finance ;
_vv. 1
504 _aIncludes bibliographical references (pages 289-293) and index.
505 0 0 _g1.
_tIntroduction --
_g2.
_tOption Pricing and Binomial Methods --
_g3.
_tStochastic Differential Equations --
_g4.
_tThe Black-Scholes Equation --
_g5.
_tRandom Numbers and Monte Carlo Simulation --
_g6.
_tOption Pricing by Partial Differential Equations --
_gAppendix A.
_tShort Introduction to MATLAB.
588 _aMachine converted from AACR2 source record.
650 0 _aFinance
_xMathematical models.
_9370807
650 0 _aOptions (Finance)
_xPrices
_xMathematical models.
830 0 _aSeries in quantitative finance ;
_vv. 1.
_91072745
907 _a.b11435720
_b06-09-21
_c27-10-15
942 _cB
945 _a332.0285 UGU
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