Option prices as probabilities: a new look at generalized Black-Scholes formulae/ (Record no. 170356)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 00442nam a2200133Ia 4500 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9783642103940 |
| 040 ## - CATALOGING SOURCE | |
| Transcribing agency | CUS |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 519.2 |
| Item number | PRO/O |
| 100 ## - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Profeta, Christophe |
| 245 ## - TITLE STATEMENT | |
| Title | Option prices as probabilities: a new look at generalized Black-Scholes formulae/ |
| Statement of responsibility, etc. | Christophe Profeta, Bernard Roynette and Marc Yor |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Place of publication, distribution, etc. | London: |
| Name of publisher, distributor, etc. | Springer, |
| Date of publication, distribution, etc. | 2010. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | xxi, 270 p. ; |
| Dimensions | 24 cm. |
| 440 ## - SERIES | |
| Title | (Springer finance) |
| 505 ## - FORMATTED CONTENTS NOTE | |
| Formatted contents note | Reading the Black-Scholes formula in terms of first and last passage times --<br/>Generalized Black-Scholes formulae for martingales, in terms of last passage time --<br/>--<br/>An interesting family of Black-Scholes perpetuities --<br/>Study of last passage times up to a finite horizon --<br/>Put option as joint distribution function in strike and maturity --<br/>Existence and properties of pseudo-inverses for Bessel and related processes --<br/>Existence of pseudo-inverses for diffusions --<br/>A. Complements --<br/>B. Bessel Functions and Bessel Processes. |
| 650 ## - SUBJECT | |
| Keyword | Distribution (Probability theory) |
| 650 ## - SUBJECT | |
| Keyword | Mathematics |
| 700 ## - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Roynette, Bernard |
| 700 ## - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Yor, Marc |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Koha item type | General Books |
| Withdrawn status | Lost status | Damaged status | Not for loan | Home library | Current library | Shelving location | Date acquired | Full call number | Accession number | Date last seen | Koha item type |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Central Library, Sikkim University | Central Library, Sikkim University | General Book Section | 27/10/2016 | 519.2 PRO/O | P25334 | 29/08/2016 | General Books |