Financial mathematics Vol. II: (Record no. 7616)
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| fixed length control field | 03123nam a22002177a 4500 |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20241201180548.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 241201b |||||||| |||| 00| 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9781138603639 |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 320.015195 |
| Item number | CAM |
| 100 ## - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Campolieti, Giuseppe |
| 245 ## - TITLE STATEMENT | |
| Title | Financial mathematics Vol. II: |
| Remainder of title | a comprehensive treatment in continuous time |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Name of publisher, distributor, etc. | CRC Press |
| Place of publication, distribution, etc. | Boca Raton |
| Date of publication, distribution, etc. | 2023 |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | xvii, 492 p. |
| 365 ## - TRADE PRICE | |
| Price type code | GBP |
| Price amount | 86.99 |
| 490 ## - SERIES STATEMENT | |
| Series statement | Textbooks in Mathematics |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE | |
| Bibliography, etc. note | Table of content:<br/>Part I: Stochastic Calculus with Brownian Motion<br/><br/>1. One-Dimensional Brownian Motion and Related Processes<br/><br/>2. Introduction to Continuous-Time Stochastic Calculus<br/><br/>Part II Continuous-Time Modelling<br/><br/>3. Risk-Neutral Pricing in the (B; S) Economy: One Underlying Stock<br/><br/>4. Risk-Neutral Pricing in a Multi-Asset Economy<br/><br/>5. American Options<br/><br/>6. Interest-Rate Modelling and Derivative Pricing<br/><br/>7. Alternative Models of Asset Price Dynamics<br/><br/>A. Essentials of General Probability Theory<br/><br/>B. Some Useful Integral (Expectation) Identities and Symmetry Properties<br/><br/>of Normal Random Variables<br/><br/>C. Answers and Hints to Exercises<br/><br/>D. Glossary of Symbols and Abbreviations<br/><br/>Greek Alphabet<br/><br/>References<br/><br/>Index<br/>[https://www.routledge.com/Financial-Mathematics-A-Comprehensive-Treatment-in-Continuous-Time-Volume-II/Campolieti-Makarov/p/book/9781138603639] |
| 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 continuous-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.<br/><br/>Key features:<br/><br/><br/>In-depth coverage of continuous-time theory and methodology<br/><br/>Numerous, fully worked out examples and exercises in every chapter<br/><br/>Mathematically rigorous and consistent, yet bridging various basic and more advanced concepts<br/><br/>Judicious balance of financial theory and mathematical methods<br/><br/>Guide to Material<br/>This revision contains:<br/><br/><br/>Almost 150 pages worth of new material in all chapters<br/><br/>A appendix on probability theory<br/><br/>An expanded set of solved problems and additional exercises<br/><br/>Answers to all exercises<br/>This book is a comprehensive, self-contained, and unified treatment of the main theory and application of mathematical methods behind modern-day financial mathematics.<br/><br/>The text complements Financial Mathematics: A Comprehensive Treatment in Discrete Time, by the same authors, also published by CRC Press.<br/>(https://www.routledge.com/Financial-Mathematics-A-Comprehensive-Treatment-in-Continuous-Time-Volume-II/Campolieti-Makarov/p/book/9781138603639) |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Finance mathematical models |
| 700 ## - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Makarov, Roman N |
| 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 | 1182328 | 28-11-2024 | Indian Institute of Management LRC | Indian Institute of Management LRC | General Stacks | 12/02/2024 | Atlantic Publishers & Distributors | 6536.43 | 320.015195 CAM | 006721 | 12/02/2024 | 1 | 10056.04 | 12/02/2024 | Book |