Problems and solutions in mathematical finance : (Record no. 420305)
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000 -LEADER | |
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fixed length control field | 01513cam a2200289 i 4500 |
001 - CONTROL NUMBER | |
control field | 136500 |
003 - CONTROL NUMBER IDENTIFIER | |
control field | ISI Library, Kolkata |
005 - DATE AND TIME OF LATEST TRANSACTION | |
control field | 20160129151128.0 |
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
fixed length control field | 131125s2014 nju b 001 0 eng |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
International Standard Book Number | 9781119965831 (cloth) |
040 ## - CATALOGING SOURCE | |
Original cataloging agency | ISI Library |
082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
Classification number | 332.0151922 |
Edition number | 23 |
Item number | C539 |
100 1# - MAIN ENTRY--PERSONAL NAME | |
Personal name | Chin, Eric. |
245 10 - TITLE STATEMENT | |
Title | Problems and solutions in mathematical finance : |
Remainder of title | stochastic calculus / |
Statement of responsibility, etc | Eric Chin, Dian Nel and Sverrir Olafsson. |
260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
Place of publication, distribution, etc | Chichester : |
Name of publisher, distributor, etc | John Wiley, |
Date of publication, distribution, etc | 2014. |
300 ## - PHYSICAL DESCRIPTION | |
Extent | volumes ; |
Dimensions | 26 cm. |
490 0# - SERIES STATEMENT | |
Series statement | Wiley finance series |
500 ## - GENERAL NOTE | |
General note | v1. |
504 ## - BIBLIOGRAPHY, ETC. NOTE | |
Bibliography, etc | Includes bibliographical references and index. |
505 0# - FORMATTED CONTENTS NOTE | |
Formatted contents note | 1. General probability theory --<br/>2. Wiener process --<br/>3. Stochastic di?erential equations --<br/>4. Change of measure --<br/>5. Poisson process --<br/>Appendix A Mathematics formulae --<br/>Appendix B Probability theory formulae --<br/>Appendix C Differential equations formulae --<br/> Bibliography --<br/> Notation--<br/> Index. |
520 ## - SUMMARY, ETC. | |
Summary, etc | Mathematical finance requires the use of advanced mathematical techniques drawn from the theory of probability, stochastic processes and stochastic differential equations. These areas are generally introduced and developed at an abstract level, making it problematic when applying these techniques to practical issues in finance. |
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name as entry element | Finance |
General subdivision | Mathematical models. |
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name as entry element | Stochastic analysis. |
700 1# - ADDED ENTRY--PERSONAL NAME | |
Personal name | Nel, Dian, |
Relator term | author |
700 1# - ADDED ENTRY--PERSONAL NAME | |
Personal name | Olafsson, Sverrir, |
Relator term | author |
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 | 25/01/2016 | 3913.06 | 332.0151922 C539 | 136500 | Books |