rdf-syntax-grammar
mods:
  schema location: http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-2.xsd
  title info:
    title: Introduction to mathematical finance
    sub title: American Mathematical Society short course, January 6-7, 1997, San Diego, California
  name:
    name part: Heath, David C.
  name:
    name part: Swindle, Glen.
  name:
    name part: American Mathematical Society
  type of resource: text
  genre: bibliography
  origin info:
    place:
      place term: riu
    date issued: 1999
    issuance: monographic
  language:
    language term: eng
  physical description:
    form: print
    extent: ix, 167 pages : illustrations ; 27 cm.
  table of contents: Quantitative methods for portfolio management / Steven E. Shreve -- An introduction to option pricing and the mathematical theory of risk / Marco Avellaneda -- Non-arbitrage and the fundamental theorem of asset pricing : summary of main results / Freddy Delbaen and Walter Schachermayer -- Introduction to models for the evolution of the term structure of interest rates / David Heath -- Transition densities for interest rate and other nonlinear diffusions / Yacine Aït-Sahalia -- Transaction costs in portfolio management and derivative pricing / Thaleia Zariphopoulou.
  note: David C. Heath, Glen Swindle, editors.
  note: Includes bibliographical references and index.
  subject:
    topic: Investments
    topic: Mathematical models
  subject:
    topic: Portfolio management
  classification: HG4515.2 .I57 1999
  classification: 332.6/01/51
  related item:
    title info:
      title: Proceedings of symposia in applied mathematics ; v. 57
  related item:
    title info:
      title: Proceedings of symposia in applied mathematics
      part name: AMS short course lecture notes
  identifier: 082180751X
  identifier: 99056288
  record info:
    record content source: DLC
    record creation date: 000417
    record change date: 20151022051422.0
    record identifier: in00001537328