図書

ファイナンスの確率積分 : 伊藤の公式,Girsanovの定理,Black-Scholesの公式

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ファイナンスの確率積分 : 伊藤の公式,Girsanovの定理,Black-Scholesの公式

Call No. (NDL)
DF111-G106
Bibliographic ID of National Diet Library
000002975205
Material type
図書
Author
津野義道 著
Publisher
共立出版
Publication date
2001.3
Material Format
Paper
Capacity, size, etc.
301p ; 22cm
NDC
338.01
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Detailed bibliographic record

Summary, etc.:

確率積分の計算で中心的な手法を解説(Provided by: 出版情報登録センター(JPRO))

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Table of Contents

  • 第1章 確率空間

  • 1.1 確率空間と確率変数

  • 1.2 確率変数列の収束

  • 1.3 加法族と可測関数

  • 1.4 独立性

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Northern Japan

  • 北海道立図書館

    Paper
    Call No.:
    338.01/F
    Book Registration Number:
    1106230731
  • 宮城県図書館

    Paper
    Call No.:
    338.01/2001.3
    Book Registration Number:
    1007528555

Kanto

  • 愛知県図書館

    Paper
    Call No.:
    338.01-ツノ-795520
    Book Registration Number:
    1107955200
  • 鳥取県立図書館

    Paper
    Call No.:
    417.1-ツノ-一般H
    Book Registration Number:
    114647087
  • 広島県立図書館

    Paper
    Call No.:
    338/101ツ/
    Book Registration Number:
    1005003494
  • CiNii Research

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    Paper
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Bibliographic Record

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Paper

Material Type
図書
ISBN
4-320-01667-X
Title Transcription
ファイナンス ノ カクリツ セキブン : イトウ ノ コウシキ Girsanov ノ テイリ Black - Scholes ノ コウシキ
Author/Editor
津野義道 著
Author Heading
津野, 義道, 1944- ツノ, ヨシミチ, 1944- ( 00195401 )Authorities
Publication, Distribution, etc.
Publication Date
2001.3
Publication Date (W3CDTF)
2001
Extent
301p