Mathematics of derivative securities

Author(s)

• Dempster, M. A. H. (Michael Alan Howarth)
• Pliska, Stanley R.
• Mathematical Finance Programme

Bibliographic Information

Mathematics of derivative securities

edited by M.A.H. Dempster and S.R. Pliska

（Publications of the Newton Institute, 15）

Cambridge University Press, 1997

Note

Proceedings of the Mathematical Finance Programme, held at the Isaac Newton Institute for Mathematical Sciences, Cambridge, Jan. through June 1995

Includes bibliographical references and index

Details

• NCID: BA32844480
• ISBN:
  • 0521584248
• LCCN: 97003027
• Country Code: uk
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Cambridge ; New York
• Pages/Volumes: xvii, 582 p.
• Size: 24 cm
• Classification:
  • NDC9 : 338.1
  • NDC9 : 338.01
  • LCC : HG6024.A3
  • DC21 : 332.63/2
• Subject Headings:
  • LCSH : Derivative securities -- Mathematics
• Parent Bibliography ID:
  • BA22465034