Stochastic finance : (Record no. 423996)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 01525cam a2200289 i 4500 |
| 001 - CONTROL NUMBER | |
| control field | 137759 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | ISI Library, Kolkata |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20170818152406.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 160720s2016 nyu b 001 0 eng |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9783110463446 |
| 040 ## - CATALOGING SOURCE | |
| Original cataloging agency | ISI Library |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 332.0151923 |
| Edition number | 23 |
| Item number | F668 |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Follmer, Hans, |
| Relator term | author |
| 245 10 - TITLE STATEMENT | |
| Title | Stochastic finance : |
| Remainder of title | an introduction in discrete time by / |
| Statement of responsibility, etc | Hans Follmer and Alexander Schied. |
| 250 ## - EDITION STATEMENT | |
| Edition statement | 4th rev ed. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Place of publication, distribution, etc | Berlin : |
| Name of publisher, distributor, etc | De Gruyter, |
| Date of publication, distribution, etc | ©2016. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | xii, 596 pages ; |
| Other physical details | illustrations : |
| Dimensions | 24 cm. |
| 490 0# - SERIES STATEMENT | |
| Series statement | De Gruyter graduate |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE | |
| Bibliography, etc | Includes bibliographical references and index. |
| 505 0# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | Part I: Mathematical finance in one period --<br/> 1. Arbitrage theory --<br/> 2. Preferences --<br/> 3. Optimality and equilibrium --<br/> 4. Monetary measures of risk --<br/> Part II: Dynamic hedging --<br/> 5. Dynamic arbitrage theory --<br/> 6. American contingent claims --<br/> 7. Superhedging --<br/> 8. Efficient hedging --<br/> 9. Hedging under constraints --<br/> 10. Minimizing the hedging error --<br/> 11. Dynamic risk measures --<br/> Appendix. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc | An introduction to the mathematics of finance, based on stochastic models in discrete time. It studies simple one-period models, and develops the idea of dynamic hedging of contingent claims in a multiperiod framework. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Finance |
| General subdivision | Statistical methods. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Stochastic analysis. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Probabilities. |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Schied, Alexander, |
| 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 | Source of acquisition | Cost, normal purchase price | Full call number | Accession Number | Koha item type |
|---|---|---|---|---|---|---|---|---|---|
| ISI Library, Kolkata | ISI Library, Kolkata | 10/08/2017 | 516 | 3745.72 | 332.0151923 F668 | 137759 | Books |
