a ISBN 1-560-72511-7

a Original cataloging agency NEU GrandLibrary

a Language code of text/sound track or separate title eng

a Classification number HG6024.A3

b Item number D4655 1997

a Dewey Classification 332.64/5

a Title Derivatives and financial mathematics /

c Statement of responsibility, etc John F. Price (Editor).

h Medium BOOK

a Place of publication, distribution, etc Commack, NY :

b Name of publisher, distributor, etc Nova Science Publishers,

c Date of publication, distribution, etc c1997.

a Extent 196 p. :

b Other physical details ill. ;

c Dimensions 21 cm.

a General note Papers presented at a conference held by the American Mathematical Society at the University of Iowa on Mar. 22-23, 1996.

a Bibliography, etc Includes bibliographical references and index.

a Formatted contents note The Case of the Missing Ten Pounds / John H. Watson -- Optional Mathematics is Not Optional / John F. Price -- Models of the Term Structure of Interest Rates: A Survey / Mukarram Attari -- Insurance Derivatives / Thomas O'Brien -- Emerging Opportunities in Computational Finance for Mathematics Graduates / Anand M. Vijh -- Lattice Methods for Exotic Options / Robert Benhenni and Anlong Li -- Pricing Perpetual Options on Two Stocks / Hans U. Gerber and Elias S. W. Shiu -- A Semilinear Evolution Equation for General Derivative Contracts / Valery A. Kholodnyi -- Random Field Formulation for the Term Structure of Interest Rates / Valery A. Kholodnyi and Milan N. Lukic -- Using Stock Price as Numeraire in Option Pricing Models with Nonconstant Volatility / Anlong Li -- Efficient Valuation of Options Using Quasirandom Sequences / Steven H. Zhu.

a Topical term or geographic name as entry element Derivative securities

a Topical term or geographic name as entry element Business mathematics

a Personal name Price John F