Mathematics for finance: an introduction to financial engineering (Record no. 1724)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 01681nam a22002297a 4500 |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20220211121517.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 220211b ||||| |||| 00| 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9780857290816 |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 332.60151 |
| Item number | CAP |
| 100 ## - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Capinski, Marek |
| 245 ## - TITLE STATEMENT | |
| Title | Mathematics for finance: an introduction to financial engineering |
| 250 ## - EDITION STATEMENT | |
| Edition statement | 2nd |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Name of publisher, distributor, etc. | Springer |
| Place of publication, distribution, etc. | London |
| Date of publication, distribution, etc. | 2011 |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | xiii, 336 p. |
| 365 ## - TRADE PRICE | |
| Price type code | GBP |
| Price amount | 29.99 |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | About this book<br/>As with the first edition, Mathematics for Finance: An Introduction to Financial Engineering combines financial motivation with mathematical style. Assuming only basic knowledge of probability and calculus, it presents three major areas of mathematical finance, namely option pricing based on the no-arbitrage principle in discrete and continuous time setting, Markowitz portfolio optimisation and the Capital Asset Pricing Model, and basic stochastic interest rate models in discrete setting.<br/><br/>In this second edition, the material has been thoroughly revised and rearranged. New features include:<br/><br/>• A case study to begin each chapter – a real-life situation motivating the development of theoretical tools;<br/><br/>• A detailed discussion of the case study at the end of each chapter;<br/><br/>• A new chapter on time-continuous models with intuitive outlines of the mathematical arguments and constructions;<br/><br/>• Complete proofs of the two fundamental theorems of mathematical finance in discrete setting. |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Business mathematics |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Finance--Mathematical models |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Investments--Mathematics |
| 700 ## - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Zastawniak, Tomasz |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Source of classification or shelving scheme | Dewey Decimal Classification |
| Koha item type | Book |
| Withdrawn status | Lost status | Source of classification or shelving scheme | Damaged status | Not for loan | Collection code | Bill No | Bill Date | Home library | Current library | Shelving location | Date acquired | Source of acquisition | Cost, normal purchase price | Total Checkouts | Full call number | Accession Number | Checked out | Date last seen | Date checked out | Copy number | Cost, replacement price | Price effective from | Koha item type |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dewey Decimal Classification | Finance & Accounting | 478/21-22 | 29-01-2022 | Indian Institute of Management LRC | Indian Institute of Management LRC | General Stacks | 02/11/2022 | T V Enterprises | 2064.52 | 1 | 332.60151 CAP | 001759 | 02/10/2025 | 01/11/2025 | 01/11/2025 | 1 | 3139.95 | 02/11/2022 | Book |