Introducing financial mathematics: (Record no. 5798)
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000 -LEADER | |
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fixed length control field | 01669nam a22002297a 4500 |
005 - DATE AND TIME OF LATEST TRANSACTION | |
control field | 20240207180517.0 |
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
fixed length control field | 240207b |||||||| |||| 00| 0 eng d |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
International Standard Book Number | 9781032359854 |
082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER | |
Classification number | 519 |
Item number | WIC |
100 ## - MAIN ENTRY--PERSONAL NAME | |
Personal name | Wickerhauser, Mladen Victor |
245 ## - TITLE STATEMENT | |
Title | Introducing financial mathematics: |
Remainder of title | theory, binomial models, and applications |
260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
Name of publisher, distributor, etc. | CRC Press |
Place of publication, distribution, etc. | New York |
Date of publication, distribution, etc. | 2023 |
300 ## - PHYSICAL DESCRIPTION | |
Extent | x, 292 p. |
365 ## - TRADE PRICE | |
Price type code | GBP |
Price amount | 74.99 |
500 ## - GENERAL NOTE | |
General note | Basics<br/><br/>Continuous Models<br/><br/>Discrete Models<br/><br/>Exotic Options<br/><br/>Forwards and Futures<br/><br/>Dividends and Interest<br/><br/>Implied Volatility<br/><br/>Fundamental Theorems<br/><br/>Project Suggestions<br/><br/>Answers and Index |
520 ## - SUMMARY, ETC. | |
Summary, etc. | Introducing Financial Mathematics: Theory, Binomial Models, and Applications seeks to replace existing books with a rigorous stand-alone text that covers fewer examples in greater detail with more proofs. The book uses the fundamental theorem of asset pricing as an introduction to linear algebra and convex analysis. It also provides example computer programs, mainly Octave/MATLAB functions but also spreadsheets and Macsyma scripts, with which students may experiment on real data.The text's unique coverage is in its contemporary combination of discrete and continuous models to compute implied volatility and fit models to market data. The goal is to bridge the large gaps among nonmathematical finance texts, purely theoretical economics texts, and specific software-focused engineering texts. |
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 | Financial derivatives |
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name as entry element | Portfolio management |
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name as entry element | Derivatives modeling |
942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
Koha item type | Book |
Source of classification or shelving scheme | Dewey Decimal Classification |
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 |
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Dewey Decimal Classification | Finance & Accounting | 2023-24/1525 | 26-12-2023 | Indian Institute of Management LRC | Indian Institute of Management LRC | General Stacks | 02/07/2024 | Indica Publishers & Distributors Pvt. Ltd. | 5259.42 | 519 WIC | 005625 | 02/07/2024 | 1 | 8091.42 | 02/07/2024 | Book |