Recent developments in mathematical finance (Record no. 92672)

MARC details
000 -LEADER
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001 - CONTROL NUMBER
control field 0000103520
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20171002055402.0
006 - FIXED-LENGTH DATA ELEMENTS--ADDITIONAL MATERIAL CHARACTERISTICS
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007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION
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008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 020708s2002 si a sb 100 0 eng d
010 ## - LIBRARY OF CONGRESS CONTROL NUMBER
Canceled/invalid LC control number 2002284517
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
Canceled/invalid ISBN 9810247974
035 ## - SYSTEM CONTROL NUMBER
System control number (CaPaEBR)ebr10255822
035 ## - SYSTEM CONTROL NUMBER
System control number (OCoLC)260368298
040 ## - CATALOGING SOURCE
Original cataloging agency CaPaEBR
Transcribing agency CaPaEBR
050 14 - LIBRARY OF CONGRESS CALL NUMBER
Classification number HF5691
Item number .I565 2002eb
082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number 332.63/2/0151
Edition number 21
111 2# - MAIN ENTRY--MEETING NAME
Meeting name or jurisdiction name as entry element International Conference on Mathematical Finance
Date of meeting (2001 :
Location of meeting Shanghai, China)
245 10 - TITLE STATEMENT
Title Recent developments in mathematical finance
Medium [electronic resource] :
Remainder of title International Conference on Mathematical Finance, Shanghai, China, 10-13 May 2001 /
Statement of responsibility, etc. editor Jiongmin Yong.
260 ## - PUBLICATION, DISTRIBUTION, ETC.
Place of publication, distribution, etc. Singapore ;
-- River Edge, NJ :
Name of publisher, distributor, etc. World Scientific,
Date of publication, distribution, etc. 2002.
300 ## - PHYSICAL DESCRIPTION
Extent viii, 276 p. :
Other physical details ill.
504 ## - BIBLIOGRAPHY, ETC. NOTE
Bibliography, etc. note Includes bibliographical references.
505 8# - FORMATTED CONTENTS NOTE
Formatted contents note Machine generated contents note: Preface v -- Dynamic Asset Management: Risk Sensitive Criterion with Nonnegative Factors Constraints 1 -- A. Bagchi and K. S. Kumar -- Intensity-Based Valuation of Basket Credit Derivatives 12 -- T. R. Bielecki and M. Rutkowski -- Comonotonicity of Backward Stochastic Differential Equations 28 -- Z. Chen and X. Wang -- Some Lookback Option Pricing Problems 39 -- X. Guo -- Option Pricing in a Market Where the Volatility Is Driven by Fractional Brownian Motions 49 -- Y. Hu -- Optimal Investment and Consumption with Fixed and Proportional Transaction Costs 60 -- H. Liu -- Sharp Estimates of Ruin Probabilities for Insurance Models Involving Investments 72 -- J. Ma and X. Sun -- Risk-Sensitive Optimal Investment Problems with Partial Information on Infinite Time Horizon 85 -- H. Nagai and S. Peng -- Filtration Consistent Nonlinear Expectations 99 -- F. Coquet, Y. Hu, J. Memin, and S. Peng -- Pricing and Hedging of Index Derivatives under an Alternative Asset Price Model with Endogenous -- Stochastic Volatility 117 -- D. Heath and E. Platen -- Risk Sensitive Asset Management with Constrained -- iaing Strategies 127 -- T. R. Bielecki, D. Hernandez-Hernandez, and S. R. Pliska -- On Filtering in Markovian Term Structure Models 139 -- C. Chiarella, S. Pasquali, and W. J. Runggaldier -- A Theory of Volatility 151 -- A. Savine -- Discrete Time Markets with Transaction Costs 168 -- L. Stettner -- The Necessity of No Asymptotic Arbitrage in APT Pricing 181 -- X. Lin, X. Liu, and Y. Sun -- Financial Mean-Variance Problems and Stochastic LQ Problems: Linear Stochastic Hamilton Systems and Backward Stochastic Riccati Equations 190 -- S. Tang -- Options on Dividend Paying Stocks 204 -- R. Beneder and T. Vorst -- Some Remarks on Arbitrage Pricing Theory 218 -- J. Xia and J. Yan -- Risk: From Insurance to Finance 228 -- H. Yang -- Using Stochastic Approximation Algorithms in Stock Liquidation 238 -- G. Yin, Q. Zhang, and R. H. Liu -- Contingent Claims in an Illiquid Market 249 -- H. Liu and J. Yong -- Arbitrage Pricing Systems in a Market Driven by an Ito Process 263 -- S. Luo, J. Yan, and Q. Zhang -- Participants of the Conference 273.
533 ## - REPRODUCTION NOTE
Type of reproduction Electronic reproduction.
Place of reproduction Palo Alto, Calif. :
Agency responsible for reproduction ebrary,
Date of reproduction 2013.
Note about reproduction Available via World Wide Web.
-- Access may be limited to ebrary affiliated libraries.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element Business mathematics
Form subdivision Congresses.
655 #7 - INDEX TERM--GENRE/FORM
Genre/form data or focus term Electronic books.
Source of term local
700 1# - ADDED ENTRY--PERSONAL NAME
Personal name Yong, J.
Fuller form of name (Jiongmin),
Dates associated with a name 1958-
710 2# - ADDED ENTRY--CORPORATE NAME
Corporate name or jurisdiction name as entry element ebrary, Inc.
856 40 - ELECTRONIC LOCATION AND ACCESS
Uniform Resource Identifier <a href="http://site.ebrary.com/lib/daystar/Doc?id=10255822">http://site.ebrary.com/lib/daystar/Doc?id=10255822</a>
Public note An electronic book accessible through the World Wide Web; click to view
908 ## - PUT COMMAND PARAMETER (RLIN)
Put command parameter 170314
942 00 - ADDED ENTRY ELEMENTS (KOHA)
Koha item type Electronic Book

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