Financial mathematics (Record no. 1846)
[ view plain ]
| 000 -LEADER | |
|---|---|
| fixed length control field | 01940nam a22002057a 4500 |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20220309160408.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 220309b ||||| |||| 00| 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9781785480461 |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 330.0151 |
| Item number | MIS |
| 100 ## - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Mishura, Yuliya |
| 245 ## - TITLE STATEMENT | |
| Title | Financial mathematics |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Name of publisher, distributor, etc. | ISTE Press Ltd. |
| Place of publication, distribution, etc. | London |
| Date of publication, distribution, etc. | 2016 |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | xiv, 179 p. |
| 365 ## - TRADE PRICE | |
| Price type code | USD |
| Price amount | 130.00 |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE | |
| Bibliography, etc. note | Table of Contents<br/>Chapter 1. Financial Markets with Discrete Time<br/>1.1. General description of a market model with discrete time<br/>1.2. Arbitrage opportunities, martingale measures and martingale<br/>1.3. Contingent claims: complete and incomplete markets<br/>1.4. The Cox–Ross–Rubinstein approach to option pricing<br/>1.5. The sequence of the discrete-time markets as an intermediate<br/>1.6. American contingent claims<br/>Chapter 2. Financial Markets with Continuous Time<br/>2.1. Transition from discrete to continuous time<br/>2.2. Black–Scholes formula for the arbitrage-free price of the<br/>2.3. Arbitrage theory for the financial markets with continuous-time<br/>2.4. American contingent claims in continuous time<br/>2.5. Exotic derivatives in the model with continuous-time |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | Finance Mathematics is devoted to financial markets both with discrete and continuous time, exploring how to make the transition from discrete to continuous time in option pricing. This book features a detailed dynamic model of financial markets with discrete time, for application in real-world environments, along with Martingale measures and martingale criterion and the proven absence of arbitrage. With a focus on portfolio optimization, fair pricing, investment risk, and self-finance, the authors provide numerical methods for solutions and practical financial models, enabling you to solve problems both from a mathematical and financial point of view. |
| 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 | Economics, Mathematical |
| 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 | Date last seen | Copy number | Cost, replacement price | Price effective from | Koha item type |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dewey Decimal Classification | Finance & Accounting | TB5579 | 02-03-2022 | Indian Institute of Management LRC | Indian Institute of Management LRC | General Stacks | 03/09/2022 | Technical Bureau India Pvt. Ltd. | 6761.07 | 330.0151 MIS | 002103 | 03/09/2022 | 1 | 10283.00 | 03/09/2022 | Book |