Research Catalog

Mathematics of derivative securities

Title
Mathematics of derivative securities / edited by M.A.H. Dempster and S.R. Pliska.
Publication
London ; New York : Cambridge University Press, 1997.

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TextRequest in advance HG6024.A3 M38 1997Off-site

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Details

Additional Authors
  • Dempster, M. A. H. (Michael Alan Howarth), 1938-
  • Pliska, Stanley R., 1944-
  • Mathematical Finance Programme (1995 : Isaac Newton Institute for Mathematical Sciences)
Description
xvii, 582 pages : illustrations; 24 cm.
Series Statement
Publications of the Newton Institute
Uniform Title
Publications of the Newton Institute.
Subject
Note
  • "... one of several volumes of proceedings of the Mathematical Finance Programme held from January through June 1995 at the Isaac Newton Institute for Mathematical Sciences, Cambridge, England"--Editor's Introduction.
Bibliography (note)
  • Includes bibliographical references.
ISBN
0521584248 (hardcover)
LCCN
97003027
OCLC
  • 36461610
  • ocm36461610
Owning Institutions
Columbia University Libraries