<?xml version="1.0" encoding="utf-8" ?> <rss version="2.0" xmlns:opensearch="http://a9.com/-/spec/opensearch/1.1/" xmlns:dc="http://purl.org/dc/elements/1.1/" xmlns:atom="http://www.w3.org/2005/Atom"> <channel> <title> <![CDATA[Delhi University Library System Search for 'au:&quot; Shreve Steven&quot;']]> </title> <!-- prettier-ignore-start --> <link> /cgi-bin/koha/opac-search.pl?idx=&#38;q=au%3A%22%20Shreve%20Steven%22&#38;sort_by=title_asc&#38;format=rss </link> <!-- prettier-ignore-end --> <atom:link rel="self" type="application/rss+xml" href="/cgi-bin/koha/opac-search.pl?idx=&#38;q=au%3A%22%20Shreve%20Steven%22&#38;sort_by=title_asc&#38;format=rss" /> <description> <![CDATA[ Search results for 'au:&quot; Shreve Steven&quot;' at Delhi University Library System]]> </description> <opensearch:totalResults>13</opensearch:totalResults> <opensearch:startIndex>0</opensearch:startIndex> <opensearch:itemsPerPage>50</opensearch:itemsPerPage> <atom:link rel="search" type="application/opensearchdescription+xml" href="/cgi-bin/koha/opac-search.pl?idx=&#38;q=au%3A%22%20Shreve%20Steven%22&#38;sort_by=title_asc&#38;format=opensearchdescription" /> <opensearch:Query role="request" searchTerms="idx%3D%26q%3Dau%253A%2522%2520Shreve%2520Steven%2522" startPage="" /> <item> <title> Brownian motion and stochastic calculus </title> <dc:identifier>ISBN:0387976558</dc:identifier> <!-- prettier-ignore-start --> <link>/cgi-bin/koha/opac-detail.pl?biblionumber=515062</link> <!-- prettier-ignore-end --> <description> <![CDATA[ <img src="https://images-na.ssl-images-amazon.com/images/P/0387976558.01.TZZZZZZZ.jpg" alt="" /> ]]> <![CDATA[ <p> By Karatzas Ioannis.<br /> Berlin Springer-Verlag 1991 .<br /> xviii,470p Bib p 447-58 cm..<br /> 0387976558 </p> ]]> <![CDATA[ <p> <a href="/cgi-bin/koha/opac-reserve.pl?biblionumber=515062">Place hold on <em>Brownian motion and stochastic calculus</em></a> </p> ]]> </description> <guid>/cgi-bin/koha/opac-detail.pl?biblionumber=515062</guid> </item> <item> <title> Brownian motion and stochastic calculus </title> <dc:identifier>ISBN:0387976558</dc:identifier> <!-- prettier-ignore-start --> <link>/cgi-bin/koha/opac-detail.pl?biblionumber=515055</link> <!-- prettier-ignore-end --> <description> <![CDATA[ <img src="https://images-na.ssl-images-amazon.com/images/P/0387976558.01.TZZZZZZZ.jpg" alt="" /> ]]> <![CDATA[ <p> By Karatzas Ioannis.<br /> Berlin Springer-Verlag 1991 .<br /> xviii,470p Bib p 447-58 cm..<br /> 0387976558 </p> ]]> <![CDATA[ <p> <a href="/cgi-bin/koha/opac-reserve.pl?biblionumber=515055">Place hold on <em>Brownian motion and stochastic calculus</em></a> </p> ]]> </description> <guid>/cgi-bin/koha/opac-detail.pl?biblionumber=515055</guid> </item> <item> <title> Brownian motion and stochastic calculus </title> <dc:identifier>ISBN:0387976558</dc:identifier> <!-- prettier-ignore-start --> <link>/cgi-bin/koha/opac-detail.pl?biblionumber=515050</link> <!-- prettier-ignore-end --> <description> <![CDATA[ <img src="https://images-na.ssl-images-amazon.com/images/P/0387976558.01.TZZZZZZZ.jpg" alt="" /> ]]> <![CDATA[ <p> By Karatzas Ioannis.<br /> Berlin Springer-Verlag 1991 .<br /> xviii,470p Bib p 447-58 cm..<br /> 0387976558 </p> ]]> <![CDATA[ <p> <a href="/cgi-bin/koha/opac-reserve.pl?biblionumber=515050">Place hold on <em>Brownian motion and stochastic calculus</em></a> </p> ]]> </description> <guid>/cgi-bin/koha/opac-detail.pl?biblionumber=515050</guid> </item> <item> <title> Brownian motion and stochastic calculus </title> <dc:identifier>ISBN:0387976558</dc:identifier> <!-- prettier-ignore-start --> <link>/cgi-bin/koha/opac-detail.pl?biblionumber=482129</link> <!-- prettier-ignore-end --> <description> <![CDATA[ <img src="https://images-na.ssl-images-amazon.com/images/P/0387976558.01.TZZZZZZZ.jpg" alt="" /> ]]> <![CDATA[ <p> By Karatzas Ioannis.<br /> Berlin Springer-Verlag 1991 .<br /> xviii,470p Bib p 447-58 cm..<br /> 0387976558 </p> ]]> <![CDATA[ <p> <a href="/cgi-bin/koha/opac-reserve.pl?biblionumber=482129">Place hold on <em>Brownian motion and stochastic calculus</em></a> </p> ]]> </description> <guid>/cgi-bin/koha/opac-detail.pl?biblionumber=482129</guid> </item> <item> <title> Brownian motion and stochastic calculus </title> <dc:identifier>ISBN:0387976558</dc:identifier> <!-- prettier-ignore-start --> <link>/cgi-bin/koha/opac-detail.pl?biblionumber=482122</link> <!-- prettier-ignore-end --> <description> <![CDATA[ <img src="https://images-na.ssl-images-amazon.com/images/P/0387976558.01.TZZZZZZZ.jpg" alt="" /> ]]> <![CDATA[ <p> By Karatzas Ioannis.<br /> Berlin Springer-Verlag 1991 .<br /> xviii,470p Bib p 447-58 cm..<br /> 0387976558 </p> ]]> <![CDATA[ <p> <a href="/cgi-bin/koha/opac-reserve.pl?biblionumber=482122">Place hold on <em>Brownian motion and stochastic calculus</em></a> </p> ]]> </description> <guid>/cgi-bin/koha/opac-detail.pl?biblionumber=482122</guid> </item> <item> <title> Brownian motion and stochastic calculus </title> <dc:identifier>ISBN:0387976558</dc:identifier> <!-- prettier-ignore-start --> <link>/cgi-bin/koha/opac-detail.pl?biblionumber=482117</link> <!-- prettier-ignore-end --> <description> <![CDATA[ <img src="https://images-na.ssl-images-amazon.com/images/P/0387976558.01.TZZZZZZZ.jpg" alt="" /> ]]> <![CDATA[ <p> By Karatzas Ioannis.<br /> Berlin Springer-Verlag 1991 .<br /> xviii,470p Bib p 447-58 cm..<br /> 0387976558 </p> ]]> <![CDATA[ <p> <a href="/cgi-bin/koha/opac-reserve.pl?biblionumber=482117">Place hold on <em>Brownian motion and stochastic calculus</em></a> </p> ]]> </description> <guid>/cgi-bin/koha/opac-detail.pl?biblionumber=482117</guid> </item> <item> <title> Brownian motion and stochastic calculus </title> <dc:identifier>ISBN:</dc:identifier> <!-- prettier-ignore-start --> <link>/cgi-bin/koha/opac-detail.pl?biblionumber=70038</link> <!-- prettier-ignore-end --> <description> <![CDATA[ <p> By Karatzas Ioannis.<br /> New York Springer- Verlag 1988 .<br /> 470p. cm..<br /> </p> ]]> <![CDATA[ <p> <a href="/cgi-bin/koha/opac-reserve.pl?biblionumber=70038">Place hold on <em>Brownian motion and stochastic calculus</em></a> </p> ]]> </description> <guid>/cgi-bin/koha/opac-detail.pl?biblionumber=70038</guid> </item> <item> <title> Methods of mathematical finance </title> <dc:identifier>ISBN:0387948392</dc:identifier> <!-- prettier-ignore-start --> <link>/cgi-bin/koha/opac-detail.pl?biblionumber=635331</link> <!-- prettier-ignore-end --> <description> <![CDATA[ <img src="https://images-na.ssl-images-amazon.com/images/P/0387948392.01.TZZZZZZZ.jpg" alt="" /> ]]> <![CDATA[ <p> By Karatzas Ioannis.<br /> New York Springer-Verlag 1998 .<br /> xv,415p , Bibliography: p 371-402; Appendix: p 323-369 cm..<br /> 0387948392 </p> ]]> <![CDATA[ <p> <a href="/cgi-bin/koha/opac-reserve.pl?biblionumber=635331">Place hold on <em>Methods of mathematical finance</em></a> </p> ]]> </description> <guid>/cgi-bin/koha/opac-detail.pl?biblionumber=635331</guid> </item> <item> <title> Methods of mathematical finance </title> <dc:identifier>ISBN:0387948392</dc:identifier> <!-- prettier-ignore-start --> <link>/cgi-bin/koha/opac-detail.pl?biblionumber=635327</link> <!-- prettier-ignore-end --> <description> <![CDATA[ <img src="https://images-na.ssl-images-amazon.com/images/P/0387948392.01.TZZZZZZZ.jpg" alt="" /> ]]> <![CDATA[ <p> By Karatzas Ioannis.<br /> New York Springer-Verlag 1998 .<br /> xv,415p , Bibliography: p 371-402; Appendix: p 323-369 cm..<br /> 0387948392 </p> ]]> <![CDATA[ <p> <a href="/cgi-bin/koha/opac-reserve.pl?biblionumber=635327">Place hold on <em>Methods of mathematical finance</em></a> </p> ]]> </description> <guid>/cgi-bin/koha/opac-detail.pl?biblionumber=635327</guid> </item> <item> <title> Stocahstic optimal control:the discrete time case </title> <dc:identifier>ISBN:</dc:identifier> <!-- prettier-ignore-start --> <link>/cgi-bin/koha/opac-detail.pl?biblionumber=51630</link> <!-- prettier-ignore-end --> <description> <![CDATA[ <p> By Bertsekas Dimtri P.<br /> New York Academic Press 1978 .<br /> xiii,323p. cm..<br /> </p> ]]> <![CDATA[ <p> <a href="/cgi-bin/koha/opac-reserve.pl?biblionumber=51630">Place hold on <em>Stocahstic optimal control:the discrete time case</em></a> </p> ]]> </description> <guid>/cgi-bin/koha/opac-detail.pl?biblionumber=51630</guid> </item> <item> <title> Stochastic calculus for finance The binomial asset pricing model </title> <dc:identifier>ISBN:</dc:identifier> <!-- prettier-ignore-start --> <link>/cgi-bin/koha/opac-detail.pl?biblionumber=769614</link> <!-- prettier-ignore-end --> <description> <![CDATA[ <p> By Shreve Steven E.<br /> New York Springer-Verlag 2004 .<br /> xiv,179p.Bibp180-183 cm..<br /> </p> ]]> <![CDATA[ <p> <a href="/cgi-bin/koha/opac-reserve.pl?biblionumber=769614">Place hold on <em>Stochastic calculus for finance</em></a> </p> ]]> </description> <guid>/cgi-bin/koha/opac-detail.pl?biblionumber=769614</guid> </item> <item> <title> Stochastic calculus for finance: The Binomial asset pricing models </title> <dc:identifier>ISBN:0387249680 (pbk)</dc:identifier> <!-- prettier-ignore-start --> <link>/cgi-bin/koha/opac-detail.pl?biblionumber=48102</link> <!-- prettier-ignore-end --> <description> <![CDATA[ <img src="https://images-na.ssl-images-amazon.com/images/P/0387249680.01.TZZZZZZZ.jpg" alt="" /> ]]> <![CDATA[ <p> By Shreve Steven E.<br /> New York Springer Science+Business Media, Inc. 2005 .<br /> xv, 187p. , Bibliographical references 181-183p. cm..<br /> 0387249680 (pbk) </p> ]]> <![CDATA[ <p> <a href="/cgi-bin/koha/opac-reserve.pl?biblionumber=48102">Place hold on <em>Stochastic calculus for finance: The Binomial asset pricing models</em></a> </p> ]]> </description> <guid>/cgi-bin/koha/opac-detail.pl?biblionumber=48102</guid> </item> <item> <title> Stochastic calculus for finance.V1. </title> <dc:identifier>ISBN:</dc:identifier> <!-- prettier-ignore-start --> <link>/cgi-bin/koha/opac-detail.pl?biblionumber=634851</link> <!-- prettier-ignore-end --> <description> <![CDATA[ <p> By Shreve Steven E.<br /> New York Springer 2004 </p> ]]> <![CDATA[ <p> <a href="/cgi-bin/koha/opac-reserve.pl?biblionumber=634851">Place hold on <em>Stochastic calculus for finance.V1.</em></a> </p> ]]> </description> <guid>/cgi-bin/koha/opac-detail.pl?biblionumber=634851</guid> </item> </channel> </rss>
