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Library,Documentation and Information Science Division

“A research journal serves that narrow

borderland which separates the known from the unknown”

-P.C.Mahalanobis


Problems and solutions in mathematical finance : (Record no. 420305)

MARC details
000 -LEADER
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
Holdings
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
Library, Documentation and Information Science Division, Indian Statistical Institute, 203 B T Road, Kolkata 700108, INDIA
Phone no. 91-33-2575 2100, Fax no. 91-33-2578 1412, ksatpathy@isical.ac.in