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1.

図書

図書
Axel Harnack
出版情報: London ; Edinburgh : Williams and Norgate, 1891  x, 404 p. ; 24 cm
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2.

図書

図書
by C. Howard Hinton
出版情報: London : G. Allen & Unwin, 1906  viii, 270 p. ; 19 cm
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3.

図書

図書
by N.M. Ferrers
出版情報: London : Macmillan, 1890  xiv, 184 p. ; 19 cm
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4.

図書

図書
中村滋著
出版情報: 東京 : 日本評論社, 2002.9  v, 251p ; 21cm
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5.

図書

図書
by L. Silberstein
出版情報: London : Longmans, Green, 1919  42 p. ; 22 cm
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6.

図書

図書
by M.J.M. Hill
出版情報: London : Constable, 1914  xx, 108 p. ; 23 cm
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7.

図書

図書
Hans Föllmer, Alexander Schied
出版情報: Berlin : W. de Gruyter, 2002  ix, 422 p. ; 25 cm
シリーズ名: De Gruyter studies in mathematics ; 27
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目次情報: 続きを見る
Introduction
Mathematical finance in one period / I:
Arbitrage theory / 1:
Assets, portfolios, and arbitrage opportunities / 1.1:
Absence of arbitrage and martingale measures / 1.2:
Derivative securities / 1.3:
Complete market models / 1.4:
Geometric characterization of arbitrage-free models / 1.5:
Contingent initial data / 1.6:
Preferences / 2:
Preference relations and their numerical representation / 2.1:
Von Neumann-Morgenstern representation / 2.2:
Expected utility / 2.3:
Uniform preferences / 2.4:
Robust preferences on asset profiles / 2.5:
Probability measures with given marginals / 2.6:
Optimality and equilibrium / 3:
Portfolio optimization and the absence of arbitrage / 3.1:
Exponential utility and relative entropy / 3.2:
Optimal contingent claims / 3.3:
Microeconomic equilibrium / 3.4:
Monetary measures of risk / 4:
Risk measures and their acceptance sets / 4.1:
Robust representation of convex risk measures / 4.2:
Convex risk measures on L[infinity] / 4.3:
Value at Risk / 4.4:
Measures of risk in a financial market / 4.5:
Shortfall risk / 4.6:
Dynamic hedging / II:
Dynamic arbitrage theory / 5:
The multi-period market model / 5.1:
Arbitrage opportunities and martingale measures / 5.2:
European contingent claims / 5.3:
Complete markets / 5.4:
The binomial model / 5.5:
Convergence to the Black-Scholes price / 5.6:
American contingent claims / 6:
Hedging strategies for the seller / 6.1:
Stopping strategies for the buyer / 6.2:
Arbitrage-free prices / 6.3:
Lower Snell envelopes / 6.4:
Superhedging / 7:
P-supermartingales and upper Snell envelopes / 7.1:
Uniform Doob decomposition / 7.2:
Superhedging of American and European claims / 7.3:
Superhedging with derivatives / 7.4:
Efficient hedging / 8:
Quantile hedging / 8.1:
Hedging with minimal shortfall risk / 8.2:
Hedging under constraints / 9:
Absence of arbitrage opportunities / 9.1:
Upper Snell envelopes / 9.2:
Superhedging and risk measures / 9.4:
Minimizing the hedging error / 10:
Local quadratic risk / 10.1:
Minimal martingale measures / 10.2:
Variance-optimal hedging / 10.3:
Appendix
Convexity / A.1:
Absolutely continuous probability measures / A.2:
The Neyman-Pearson lemma / A.3:
The essential supremum of a family of random variables / A.4:
Spaces of measures / A.5:
Some functional analysis / A.6:
Introduction
Mathematical finance in one period / I:
Arbitrage theory / 1:
8.

図書

図書
by Dare A. Wells
出版情報: New York : Schaum Publishing Co., c1967  353 p. ; 28 cm
シリーズ名: Schaum's outline series ; . Schaumsʼ outline series in engineering
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9.

図書

図書
par C. E. Traynard , Paul Painlevé
出版情報: Paris : Gauthier-Villars, 1962  53 p. ; 24 cm
シリーズ名: Mémorial des sciences mathématiques ; fasc. 151
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10.

図書

図書
by H.F. Baker
出版情報: Cambridge : University Press, 1923  xix, 228 p. ; 22 cm
シリーズ名: Principles of geometry / H. F. Baker ; v. 3
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