Financial mathematics: (Record no. 4541)
[ view plain ]
| 000 -LEADER | |
|---|---|
| fixed length control field | 01836nam a22002177a 4500 |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20230118125636.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 230118b ||||| |||| 00| 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9781138587878 |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 650.01513 |
| Item number | CAM |
| 100 ## - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Campolieti, Giuseppe |
| 245 ## - TITLE STATEMENT | |
| Title | Financial mathematics: |
| Remainder of title | comprehensive treatment in discrete time |
| 250 ## - EDITION STATEMENT | |
| Edition statement | 2nd |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Name of publisher, distributor, etc. | CRC Press |
| Place of publication, distribution, etc. | Boco Raton |
| Date of publication, distribution, etc. | 2021 |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | xxii, 567 p. |
| 365 ## - TRADE PRICE | |
| Price type code | GBP |
| Price amount | 84.99 |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE | |
| Bibliography, etc. note | Table of Contents<br/>List of Figures and Tables<br/><br/>Preface<br/><br/>I Introduction to Pricing and Management of Financial Securities<br/><br/>1 Mathematics of Compounding<br/>2 Primer on Pricing Risky Securities<br/><br/>3 Portfolio Management<br/><br/>4 Primer on Derivative Securities<br/><br/>II Discrete-Time Modelling<br/><br/>5 Single-Period Arrow–Debreu Models<br/><br/>6 Introduction to Discrete-Time Stochastic Calculus<br/><br/>7 Replication and Pricing in the Binomial Tree Model<br/><br/>8 General Multi-Asset Multi-Period Model<br/><br/>Appendices<br/><br/>A Elementary Probability Theory<br/><br/>B Glossary of Symbols and Abbreviations<br/><br/>C Answers and Hints to Exercises<br/><br/>References<br/><br/>Index |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | The book has been tested and refined through years of classroom teaching experience. With an abundance of examples, problems, and fully worked out solutions, the text introduces the financial theory and relevant mathematical methods in a mathematically rigorous yet engaging way.<br/><br/>This textbook provides complete coverage of discrete-time financial models that form the cornerstones of financial derivative pricing theory. Unlike similar texts in the field, this one presents multiple problem-solving approaches, linking related comprehensive techniques for pricing different types of financial derivatives. |
| 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 |
| 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 | 575/22-23 | 30-12-2022 | Indian Institute of Management LRC | Indian Institute of Management LRC | General Stacks | 01/18/2023 | T V Enterprises | 5593.68 | 650.01513 CAM | 004233 | 01/18/2023 | 1 | 8507.50 | 01/18/2023 | Book |