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MARC Record
Bibliographic Data
Control Number
UPD-00000208420
Date and Time of Latest Transaction
20090716225129.0
General Information
041105s1997 cae eng
Title Statement
Pricing and hedging derivative securities in incomplete markets : an E-arbitrage approach / Dimitris Bertsimas, Leonid Kogan, Andrew W. Lo.
Main Entry - Personal Name
Bertsimas, Dimitris
Added Entry - Personal Name
Kogan, Leonid
Lo, Andrew W.
Cataloging Source
DECON
Language Code
eng
Local Call Number
HB 171 N38 no.6250
Physical Description
60 p
Series Statement/Added Entry - Title
NBER working paper series ; no.6250
Subject Added Entry - Topical Term
Pricing -- Mathematical models
Hedging (Finance) -- Mathematical models
Options (Finance) -- Mathematical models
Collection Category
Fo
Format
monograph
Location
UP DECON HB 171 N38 no.6250 se022082 Regular Circulation ECON-7974PA
Textual Physical Form Designator
Book
Physical Location
University of the Philippines
Diliman: School of Economics
HB 171 N38 no.6250
Digital Copy
Not Available
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