000			01411cam a22003018a 4500
005			20250914161532.0
008			070628s2007 enk b 001 0 eng
020			_a0415414474 _cRM639.00
020			_a9780415414470
039		9	_a200710241502 _bzarina _c200709271646 _dmazarita _c200709181103 _djamil _c200709151146 _y06-28-2007 _zrahah
090			_aHG106.D656
090			_aHG106 _b.D656
100	1		_aDokuchaev, Nikolai
245	1	0	_aMathematical finance : _bcore theory, problems, and statistical algorithms / _cNikolai Dokuchaev
260			_aLondon : _bRoutledge, _c2007
300			_ax, 196 p. ; _c24 cm.
504			_aIncludes bibliographical references and index
505	0		_aReview of probability theory -- Basics of stochastic theory -- Discrete time market models -- Basics of ito calculus and stochastic analysis -- Continuous time market models -- American options and binomial trees -- Implied and historical volatility -- Review of statistical estimation -- Estimation of models for stock prices -- Legend of notations and abbreviations
650		0	_aFinance _xMathematical models
907			_a.b13959761 _b2021-05-28 _c2019-11-12
942			_c01 _n0 _kHG106.D656
914			_avtls003352351
990			_ajj
991			_aProgram Sains Aktuari
991			_aProgram Kewangan/Pengurusan Risiko & Insuarans
998			_at _b2007-02-06 _cm _da _feng _genk _y0 _z.b13959761
999			_c392630 _d392630