| 036a | XA-DE |
| 037b | eng |
| 077a | 256382565 Druckausg.: ‡Sondermann, Dieter, 1937 - : Introduction to stochastic calculus for finance |
| 087q | 978-3-540-34836-8 |
| 100 | Sondermann, Dieter |
| 331 | Introduction to Stochastic Calculus for Finance |
| 335 | A New Didactic Approach |
| 410 | Berlin, Heidelberg |
| 412 | Springer-Verlag Berlin Heidelberg |
| 425 | 2006 |
| 425a | 2006 |
| 433 | Online-Ressource (X, 136 p. 6 illus, online resource) |
| 451 | Lecture Notes in Economics and Mathematical Systems ; 579 |
| 454 | Lecture notes in economics and mathematical systems |
| 455 | 579 |
| 501 | Includes bibliographical references |
| 517 | Introduction; Preliminaries; Introduction to Itô-Calculus; The Girsanov Transformation; Application to Financial Economics; Term Structure Models; Why Do We Need Itô-Calculus in Finance?; Appendix: Itô Calculus Without Probabilities |
| 527 | Druckausg.: ‡Sondermann, Dieter, 1937 - : Introduction to stochastic calculus for finance |
| 540a | ISBN 978-3-540-34837-5 |
| 700 | |KCBM |
| 700 | |KCLF |
| 700 | |BUS027000 |
| 700 | |*91B28 |
| 700 | |91-02 |
| 700 | |60Gxx |
| 700b | |332 |
| 700b | |332.0151922 |
| 700b | |330 |
| 700b | |510 |
| 700c | |HG1-9999 |
| 700g | 1270903004 SK 980 |
| 700g | 1271481081 QH 237 |
| 700g | 1271156423 SK 820 |
| 700g | 1271499398 SI 853 |
| 700x | |00 |
| 750 | Useful for mathematicians interested in the methods of modern mathematical finance without prior knowledge of advanced stochastic analysis, this book contains lecture notes which start with an elementary approach to stochastic calculus due to Follmer, who showed that one can develop Ito's calculus "pathwise" as an exercise in real analysis |
| 902s | 208918752 Finanzmathematik |
| 902s | 209122838 Stochastisches Modell |
| 907s | 208918752 Finanzmathematik |
| 907s | 209122838 Stochastisches Modell |
| 012 | 264362292 |
| 081 | Sondermann, Dieter: Introduction to Stochastic Calculus for Finance |
| 100 | Springer E-Book |
| 125a | Elektronischer Volltext - Campuslizenz |
| 655e | $uhttp://dx.doi.org/10.1007/3-540-34837-9 |
