000			01650cam a2200265 a 4500
001			2008041830
003			DLC
005			20100514172131.0
008			080925s2009 njua b 001 0 eng
010			_a 2008041830
020			_a9780470431993
020			_a0470431997
040			_aDLC _cDLC _dBTCTA _dYDXCP _dC#P _dBWX _dCDX _dHEBIS _dW2U _dDLC
050	0	4	_aHG106 _b.E67 2009
082	0	0	_a332.01/5195 _222
100	1		_aEpps, T. W.
245	1	0	_aQuantitative finance : _bits development, mathematical foundations, and current scope / _cT.W. Epps.
260			_aHoboken, N.J. : _bWiley, _cc2009.
300			_axviii, 401 p. : _bill. ; _c25 cm.
504			_aIncludes bibliographical references (p. 391-395) and index.
505	0		_aIntroduction and overview -- Tools from calculus and analysis -- Probability -- Interest and bond prices -- Models of portfolio choice -- Prices in a mean-variance world -- Rational decisions under risk -- Observed decisions under risk -- Distributions of returns -- Dynamics of prices and returns -- Stochastic calculus -- Portfolio decisions over time -- Optimal growth -- Dynamic models for prices -- Efficient markets -- Static arbitrage pricing -- Dunamic arbitrage pricing -- Properties of option prices -- Martingale pricing -- Modeling volatility -- Discontinuous price processes -- Options on jump processes -- Options on stochastic volatility processes.
650		0	_aFinance _xMathematical models.
650		0	_aInvestments _xMathematical models.
952			_w2010-07-16 _p2000001327 _v68.41 _r2012-02-01 _40 _eCoutts _00 _bSKOLKOVO _10 _oHG106 .E67 _d2010-07-16 _t1 _70 _cSHE _g68.41 _yBK _aSKOLKOVO
999			_c1526 _d1526