000 01219cam a22003134a 4500
001 1212701
003 OSt
005 20210408120330.0
008 990205s1999 riua b 001 0 eng
010 _a 99017735
020 _a0821810820 (alk. paper)
040 _aDLC
_cDLC
_dDLC
041 1 _aeng
_hrus
042 _apcc
050 0 0 _aHG6024.A3
_bM43813 1999
082 0 0 _a332.64/5
_221
100 1 _aMelʹnikov, A. V.,
_d1953-
240 1 0 _aFinansovye rynki.
_lEnglish
245 1 0 _aFinancial markets :
_bstochastic analysis and the pricing of derivative securities /
_cA.V. Melʹnikov ; [translated from the Russian by H.H. McFaden].
260 _aProvidence, R.I. :
_bAmerican Mathematical Society,
_cc1999.
300 _axiv, 133 p. :
_bill. ;
_c26 cm.
440 0 _aTranslations of mathematical monographs ;
_vv. 184
504 _aIncludes bibliographical references (p. 129-130) and index.
650 0 _aDerivative securities
_xPrices
_xMathematical models.
650 0 _aOptions (Finance)
_xPrices
_xMathematical models.
906 _a7
_bcbc
_corignew
_d1
_eocip
_f19
_gy-gencatlg
942 _2ddc
_cBK
999 _c41216
_d41216