000 01162n a2200337#a 4500
001 38778
003 P5A
005 20240112112234.0
008 180813s2018 sz 000 0 eng||
010 _a2018939163
020 _a9783319778204
020 _a331977820X
035 _aon1048421884
040 _cPSAA
082 _a519.236
_bJ37c
090 _ama4
100 1 _aJarrow, Robert A.
_eauthor.
_911611
245 1 0 _aContinuous-time asset pricing theory:
_ba Martingale-based approach/
_cRobert A. Jarrow.
264 1 _aCham:
_bSpringer,
_c[2018].
300 _axxiii, 448 pages;
_c25 cm
490 1 _aSpringer finance,
_x1616-0533
505 0 _aPreface -- Contents -- Part I Arbitrage Pricing Theory -- Part II Portfolio Optimization. -- Part III Equilibrium. -- Part IV Trading Constraints. -- References -- Index.
650 0 _aMartingales (Mathematics)
_938389
650 0 _aPrices.
_912339
650 0 _aEconomics, Mathematical.
_937714
650 0 _aMathematical optimization
_937398
650 0 _aProbabilités.
_943920
697 _aMatemática Aplicada 04-
_xEconomia
_923751
830 0 _aSpringer finance.
_911182
942 _2impa
_cBK
999 _c37339
_d37339