Beliefs-preferences gauge symmetry group and replication of contingent claims in a general market environment / (Record no. 6974)

MARC details
000 -LEADER
fixed length control field 04354cam a2200301 a 4500
001 - CONTROL NUMBER
control field 729626
003 - CONTROL NUMBER IDENTIFIER
control field OSt
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20211020112806.0
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 980403s1998 iau b 001 0 eng
010 ## - LIBRARY OF CONGRESS CONTROL NUMBER
LC control number 98085188
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 0966303210
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9780966303216
040 ## - CATALOGING SOURCE
Original cataloging agency BUL
Transcribing agency BUL
Modifying agency BUL
Language of cataloging eng
Description conventions rda
082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number 332.63228
Edition number 21
Item number KHO
100 1# - MAIN ENTRY--PERSONAL NAME
Personal name Kholodnyĭ, Valery A.,
Dates associated with a name 1964-
245 10 - TITLE STATEMENT
Title Beliefs-preferences gauge symmetry group and replication of contingent claims in a general market environment /
Statement of responsibility, etc. Valery A. Kholodnyi.
260 ## - PUBLICATION, DISTRIBUTION, ETC.
Place of publication, distribution, etc. Research Triangle Park, NC :
Name of publisher, distributor, etc. IES Press,
Date of publication, distribution, etc. c1998.
300 ## - PHYSICAL DESCRIPTION
Extent xxiii, 436 p. ;
Dimensions 24 cm.
500 ## - GENERAL NOTE
General note Contents<br/>1 Introduction <br/><br/>2 Preliminaries <br/>2.1 Market Environment <br/>2.2 Intervention Condition<br/>2.3 Generators of a Market Environment<br/>2.4 Abstract Market Environment <br/>2.5 Intervention Condition for an Abstract Market Environment <br/>2.6 Generators of an Abstract Market Environment <br/><br/>3 The Beliefs-Preferences Gauge Symmetry Group<br/>3.1 Formalization of the Concept of a Market Participant <br/>3.2 Beliefs-Preferences Gauge Symmetry Group for a Generalized Market Populace <br/>3.3 Beliefs-Preferences Gauge Symmetry Group for a Market Populace <br/>3.4 The Local in Time Formulation of the Beliefs-Preferences Gauge Symmetry Group for a Generalized Market Populace <br/>3.5 The Local in Time Formulation of the Beliefs-Preferences Gauge Symmetry Group for a Market Populace <br/>3.6 Beliefs-Preferences Gauge Symmetry Group for a Markovian Generalized Market Populace <br/>3.7 Beliefs-Preferences Gauge Symmetry Group for a Markovian Market Populace <br/><br/>4 Beliefs-Preferences Gauge Symmetry Group for a Marksman Generalized Market Populace with Generalized Beliefs Determined by Diffusion Processes <br/>4.1 The Case of a Single Underlying Security <br/>4.2 The Case of a Multiple Underlying Security <br/><br/>5 Beliefs-Preferences Gauge Symmetry Group for a Markovian Market Populace with Beliefs Determined by Diffusion Processes <br/>5.1 The Case of a Single Underlying Security <br/>5.2 The Case of a Multiple Underlying Security <br/><br/>6 Application of the Beliefs-Preferences Gauge Symmetry Group to the Dynamic Replication of European Contingent Claims <br/>6.1 The General Case of a Market Populace <br/>6.2 The Case of a Markovian Market Populace <br/><br/>7 Application of the Beliefs-Preferences Gauge Symmetry Group to the Dynamic Replication of European Contingent Claims for a Markovian Market Populace with Beliefs Determined by Diffusion Processes <br/>7.1 The Case of a Single Underlying Security <br/>7.2 The Case of a Multiple Underlying Security <br/><br/>8 Method of Quasidifferential Operators for an Approximate Dynamic Replication of European Contingent Claims Based on the Beliefs-Preferences Gauge Symmetry Group <br/>8.1 The Concept of a Quasidifferential Operator <br/>8.2 Lie Module of Quasidifferential Operators <br/>8.3 Beliefs-Preferences Gauge Symmetry Group for a Markovian Generalized Market Populace with Generalized Beliefs Generated by Quasidifferential<br/>Operators <br/>8.4 Beliefs-Preferences Gauge Symmetry Group for a Markovian Market Populace with Generalized BeliefsGenerated by Quasidifferential Operators <br/>8.5 Method of Quasidifferential Operators for an Approximate Dynamic Replication of European Contingent Claims in the Case of a Single Underlying Security <br/>8.6 Method of Quasidifferential Operators for an Approximate Dynamic Replication of European Contingent Claims in the Case of a Multiple Underlying Security <br/>8.7 Method of Quasidifferential Operators for an Approximate Dynamic Replication of European Contingent Claims in the Case of a Markovian Market Populace with Beliefs Determined by Jump Diffusion Processes<br/>
504 ## - BIBLIOGRAPHY, ETC. NOTE
Bibliography, etc. note Includes bibliographical references (p. 425-439) and index.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element Options (Finance)
General subdivision Valuation
-- Mathematical models.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element Derivative securities
General subdivision Valuation
-- Mathematical models.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element Symmetry groups.
856 7# - ELECTRONIC LOCATION AND ACCESS
Materials specified Table of contents
Uniform Resource Identifier <a href="http://lcweb.loc.gov/catdir/toc/98-85188.html">http://lcweb.loc.gov/catdir/toc/98-85188.html</a>
Access method http
906 ## - LOCAL DATA ELEMENT F, LDF (RLIN)
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942 ## - ADDED ENTRY ELEMENTS (KOHA)
Source of classification or shelving scheme Dewey Decimal Classification
Koha item type Book Open Access
Classification part 332.63228
Item part 1
Call number prefix KHO
Call number suffix 332.63228 KHO
Holdings
Withdrawn status Lost status Source of classification or shelving scheme Damaged status Not for loan Home library Current library Date acquired Source of acquisition Total Checkouts Full call number Barcode Date last seen Copy number Price effective from Koha item type
    Dewey Decimal Classification     Engineering Library Engineering Library 10/20/2021 Donation   332.63228 KHO 1 0020156 10/20/2021 1 10/20/2021 Book Open Access