| Record ID | marc_binghamton_univ/bgm_openlib_final_10-15.mrc:412137449:1373 |
| Source | Binghamton University |
| Download Link | /show-records/marc_binghamton_univ/bgm_openlib_final_10-15.mrc:412137449:1373?format=raw |
LEADER: 01373nam 2200313 i 4500
001 BIN01-001357912
005 20071119220457.0
008 801023s1980 cau b 000 0 eng d
035 $a(OCoLC)ocm06853245
035 9 $aAGB1973$bSB
040 $aUIU$cUIU
049 $aBNGG
092 $a332.6452$bK883m
100 1 $aKreps, David M.
245 10 $aMultiperiod securities and the efficient allocation of risk :$ba comment on the Black-Scholes option pricing model /$cby David M. Kreps.
260 $aStanford, Calif. :$bInstitute for Mathematical Studies in the Social Sciences,$c1980.
300 $a55 p. ;$c28 cm.
490 1 $aTechnical report - Institute for Mathematical Studies in the Social Sciences ;$vno. 306
490 1 $aEconomics series - Institute for Mathematical Studies in the Social Sciences
500 $aPrepared under National Science Foundation Grant SOC77-07741-A01.
504 $aBibliography: p. 53-55.
650 0 $aSecurities.
650 0 $aRisk.
650 0 $aOption (Contract)
740 0 $aOption pricing model.
830 0 $aTechnical report (Stanford University. Institute for Mathematical Studies in the Social Sciences)$vno. 306.
830 0 $aEconomics series (Stanford University. Institute for Mathematical Studies in the Social Sciences).
852 00 $aBIN$bBINMA$cMAIN$hH61$iS823 no.306$91
945 $d11/17/00$nNSL jaw 11/17/00