Financial mathematics : (Record no. 419133)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 02224cam a2200253 i 4500 |
| 001 - CONTROL NUMBER | |
| control field | 136135 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | ISI Library, Kolkata |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20150922124843.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 140623s2014 flua 001 0 eng |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9781439892428 (hbk.) |
| 040 ## - CATALOGING SOURCE | |
| Original cataloging agency | ISI Library |
| 082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 650.01513 |
| Edition number | 23 |
| Item number | C198 |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Campolieti, Giuseppe. |
| 245 10 - TITLE STATEMENT | |
| Title | Financial mathematics : |
| Remainder of title | a comprehensive treatment / |
| Statement of responsibility, etc | Giuseppe Campolieti and Roman N. Makarov. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Place of publication, distribution, etc | Boca Raton : |
| Name of publisher, distributor, etc | CRC Press, |
| Date of publication, distribution, etc | c2014. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | xxvi, 805 p. : |
| Other physical details | ill. ; |
| Dimensions | 26 cm. |
| 490 0# - SERIES STATEMENT | |
| Series statement | Chapman & Hall/CRC financial mathematics series |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE | |
| Bibliography, etc | Includes bibliographical references and index. |
| 505 0# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | I. Introduction to pricing and management of financial securites: 1. Mathematics of Compounding -- <br/>2. Primer on Pricing Risky Securities -- <br/>3. Portfolio Management -- Primer on Derivative Securities -- <br/><br/>II. Discrete-time modeling: <br/>5. Single-Period Arrow-Debreu Models -- <br/>6. Introduction to Discrete-Time Stochastic Calculus -- <br/>7. Replication and Pricing in the Binomial Tree Model -- <br/>8. General Multi-Asset Multi-Period Model -- <br/><br/>III. Continuous-time modeling: <br/>9. Essentials of General Probability Theory -- <br/>10. One-Dimensional Brownian Motion and Related Processes -- <br/>11. Introduction to Continuous-Time Stochastic Calculus -- <br/>12. Risk-Neutral Pricing in the (B, S) Economy: One Underlying Stock -- <br/>13. Risk-Neutral Pricing in a Multi-Asset Economy -- <br/>14. American Options -- <br/>15. Interest-Rate Modelling and Derivative Pricing -- <br/>16. Alternative Models of Asset Price Dynamics -- <br/><br/>IV. Computational Techniques -- <br/>17. Introduction to Monte Carlo and Simulation Methods -- <br/>18. Numerical Applications to Derivative Pricing--<br/>Appendix--<br/>Glossary of symbols and abbreviations--<br/>References--<br/>Index. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc | Provides a unified, self-contained account of the main theory and application of methods behind modern-day financial mathematics. Tested and refined through years of the authors' teaching experiences, the book encompasses a breadth of topics, from introductory to more advanced ones. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Finance |
| General subdivision | Mathematical models. |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Makarov, Roman N. |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Source of classification or shelving scheme | Dewey Decimal Classification |
| Koha item type | Books |
| Lost status | Not for loan | Home library | Current library | Date acquired | Cost, normal purchase price | Full call number | Accession Number | Koha item type |
|---|---|---|---|---|---|---|---|---|
| ISI Library, Kolkata | ISI Library, Kolkata | 12/08/2015 | 5177.34 | 650.01513 C198 | 136135 | Books |
