| 000 | 01339nam a22004097a 4500 | ||
|---|---|---|---|
| 999 |
_c19795 _d19794 |
||
| 003 | OSt | ||
| 005 | 20231110153600.0 | ||
| 008 | 230701s1998 ilua b 001 0 eng d | ||
| 020 | _a0938959484 | ||
| 040 | _cQCPL | ||
| 082 | _a332 | ||
| 245 | 0 | 0 |
_aFinancial economics _b: with applications to investments, insurance and pensions _c/ editor, Harry H. Panier |
| 264 | 1 |
_aSchaumburg, Illinois : _bActuarial Foundation, _c[1998] |
|
| 300 |
_axxxi, 669 pages : _billustrations |
||
| 336 |
_2rdacontent _atext |
||
| 337 |
_2rdamedia _aunmediated |
||
| 338 |
_2rdacarrier _avolume |
||
| 504 | _aIncludes bibliographical references (pages 645-558) and index. | ||
| 505 | 0 | _aFinancial markets | |
| 505 | 0 | _aDerivative securities | |
| 505 | 0 | _aInterest rate risk and immunization | |
| 505 | 0 | _aEquilibrium pricing | |
| 505 | 0 | _aNo-arbitrage pricing theory | |
| 505 | 0 | _aOptions and other derivatives | |
| 505 | 0 | _aTerm structure models | |
| 505 | 0 | _aPortfolio selection | |
| 505 | 0 | _aInvestment return models | |
| 505 | 0 | _aOption pricing in continuous time | |
| 505 | 0 | _aNo-arbitrage pricing theory--advanced | |
| 505 | 0 | _aProbability background | |
| 650 | _aFinance | ||
| 650 | _aInvestments | ||
| 650 | _aInsurance | ||
| 700 | 1 |
_aPanjer, Harry M. _eeditor |
|
| 942 |
_2ddc _cBOOK |
||
| 690 | _aBusiness & money | ||