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005 | 20211020112806.0 | ||
008 | 980403s1998 iau b 001 0 eng | ||
010 | _a 98085188 | ||
020 | _a0966303210 | ||
020 | _a9780966303216 | ||
040 |
_aBUL _cBUL _dBUL _beng _erda |
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_a332.63228 _221 _bKHO |
100 | 1 |
_aKholodnyÄ, Valery A., _d1964- |
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245 | 1 | 0 |
_aBeliefs-preferences gauge symmetry group and replication of contingent claims in a general market environment / _cValery A. Kholodnyi. |
260 |
_aResearch Triangle Park, NC : _bIES Press, _cc1998. |
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300 |
_axxiii, 436 p. ; _c24 cm. |
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500 | _aContents 1 Introduction 2 Preliminaries 2.1 Market Environment 2.2 Intervention Condition 2.3 Generators of a Market Environment 2.4 Abstract Market Environment 2.5 Intervention Condition for an Abstract Market Environment 2.6 Generators of an Abstract Market Environment 3 The Beliefs-Preferences Gauge Symmetry Group 3.1 Formalization of the Concept of a Market Participant 3.2 Beliefs-Preferences Gauge Symmetry Group for a Generalized Market Populace 3.3 Beliefs-Preferences Gauge Symmetry Group for a Market Populace 3.4 The Local in Time Formulation of the Beliefs-Preferences Gauge Symmetry Group for a Generalized Market Populace 3.5 The Local in Time Formulation of the Beliefs-Preferences Gauge Symmetry Group for a Market Populace 3.6 Beliefs-Preferences Gauge Symmetry Group for a Markovian Generalized Market Populace 3.7 Beliefs-Preferences Gauge Symmetry Group for a Markovian Market Populace 4 Beliefs-Preferences Gauge Symmetry Group for a Marksman Generalized Market Populace with Generalized Beliefs Determined by Diffusion Processes 4.1 The Case of a Single Underlying Security 4.2 The Case of a Multiple Underlying Security 5 Beliefs-Preferences Gauge Symmetry Group for a Markovian Market Populace with Beliefs Determined by Diffusion Processes 5.1 The Case of a Single Underlying Security 5.2 The Case of a Multiple Underlying Security 6 Application of the Beliefs-Preferences Gauge Symmetry Group to the Dynamic Replication of European Contingent Claims 6.1 The General Case of a Market Populace 6.2 The Case of a Markovian Market Populace 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 7.1 The Case of a Single Underlying Security 7.2 The Case of a Multiple Underlying Security 8 Method of Quasidifferential Operators for an Approximate Dynamic Replication of European Contingent Claims Based on the Beliefs-Preferences Gauge Symmetry Group 8.1 The Concept of a Quasidifferential Operator 8.2 Lie Module of Quasidifferential Operators 8.3 Beliefs-Preferences Gauge Symmetry Group for a Markovian Generalized Market Populace with Generalized Beliefs Generated by Quasidifferential Operators 8.4 Beliefs-Preferences Gauge Symmetry Group for a Markovian Market Populace with Generalized BeliefsGenerated by Quasidifferential Operators 8.5 Method of Quasidifferential Operators for an Approximate Dynamic Replication of European Contingent Claims in the Case of a Single Underlying Security 8.6 Method of Quasidifferential Operators for an Approximate Dynamic Replication of European Contingent Claims in the Case of a Multiple Underlying Security 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 | ||
504 | _aIncludes bibliographical references (p. 425-439) and index. | ||
650 | 0 |
_aOptions (Finance) _xValuation _xMathematical models. |
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650 | 0 |
_aDerivative securities _xValuation _xMathematical models. |
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650 | 0 | _aSymmetry groups. | |
856 | 7 |
_3Table of contents _uhttp://lcweb.loc.gov/catdir/toc/98-85188.html _2http |
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