000			02317cam a22004697i 4500
001			20980
003			CUTN
005			20160517143221.0
008			140507s2014 flua b 001 0 eng d
010			_a 2012286518
015			_aGBB357669 _2bnb
016	7		_a016444061 _2Uk
020			_a9781466570337 (hbk.)
020			_a1466570334 (hbk.)
020			_a1466570342 (PDF ebook)
020			_a9781466570344 (PDF ebook)
035			_a(OCoLC)ocn851826692
040			_aUKMGB _beng _cUKMGB _dOCLCO _dBTCTA _dYDXCP _dJCU _dOCLCO _dZ@L _dNLGGC _dTEU _dCHVBK _dOCLCQ _dDLC _erda
042			_alccopycat
050	0	0	_aHG6042 _b.G89 2014
082	0	4	_a332.64 _223
084			_a31.73 _2bcl
084			_a332.06 _2bcl
100	1		_aGuyon, Julien, _eauthor.
245	1	0	_aNonlinear option pricing / _cJulien Guyon, Pierre Henry-Labordère.
300			_axxxviii, 445 pages : _billustrations ; _c24cm.
490	1		_aChapman & Hall/CRC financial mathematics series
504			_aIncludes bibliographical references (pages 427-439) and index.
505	0		_aOption pricing in a nutshell -- Monte Carlo -- Some excursions in option pricing -- Nonlinear PDEs: a bit of theory -- Examples of nonlinear problems in finance -- Early exercise problems -- Backward stochastic differential equations -- The uncertain lapse and mortality model -- The uncertain volatility model -- McKean nonlinear stochastic differential equations -- Calibration of local stochastic volatility models to market smiles -- Calibration of local correlation models to market smiles -- Marked branching diffusions -- References -- Index.
650		0	_aOptions (Finance) _xPrices _xMathematical models.
650		0	_aNonlinear pricing _xMathematical models.
650		0	_aBusiness mathematics.
650		7	_aOptionspreistheorie. _2gnd
650		7	_aNichtlineare partielle Differentialgleichung. _2gnd
650		7	_aStochastische Differentialgleichung. _2gnd
650		7	_aFinanzmathematik. _2gnd
700	1		_aHenry-Labordère, Pierre, _eauthor.
830		0	_aChapman & Hall/CRC financial mathematics series.
906			_a7 _bcbc _ccopycat _d2 _encip _f20 _gy-gencatlg
942			_2ddc _cBOOKS
999			_c16564 _d16564