000 01500nam a22003377a 4500
001 13381498
003 IIITD
005 20240912020003.0
008 031023s2004 nyua b 001 0 eng
010 _a 2003063342
_z 2005925587
020 _a0387401008
020 _a9780387401003
040 _aDLC
_cDLC
_dDLC
042 _apcc
050 0 0 _aHG106
_b.S57 2004
082 0 0 _a332.01
_222
_bSHR-S
100 1 _aShreve, Steven E.
245 1 0 _aStochastic calculus for finance I :
_bthe binomial asset pricing model
_cby Steven E. Shreve.
260 _aNew York :
_bSpringer,
_c©2004.
300 _axv, 187 p. :
_bill. ;
_c24 cm.
490 _aSpringer finance.
504 _aIncludes bibliographical references and indexes.
505 1 _av. 1. The binomial asset pricing model -- 2. Continuous time models.
650 0 _aFinance
_xMathematical models
_vTextbooks.
650 0 _aStochastic analysis
_vTextbooks.
856 4 2 _3Publisher description
_uhttp://www.loc.gov/catdir/enhancements/fy0813/2003063342-d.html
856 4 1 _3Table of contents only
_uhttp://www.loc.gov/catdir/enhancements/fy0813/2003063342-t.html
906 _a7
_bcbc
_corignew
_d1
_eocip
_f20
_gy-gencatlg
942 _2ddc
_cBK
_03
999 _c156948
_d156948