Optional processes: (Record no. 7767)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 02715nam a22002177a 4500 |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20241129185643.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 241129b |||||||| |||| 00| 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9780367508517 |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 519.23 |
| Item number | ABD |
| 100 ## - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Abdelghani, Mohamed |
| 245 ## - TITLE STATEMENT | |
| Title | Optional processes: |
| Remainder of title | theory and applications |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Name of publisher, distributor, etc. | CRC Press |
| Place of publication, distribution, etc. | Boca Raton |
| Date of publication, distribution, etc. | 2020 |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | xiii, 378 p. |
| 365 ## - TRADE PRICE | |
| Price type code | GBP |
| Price amount | 45.99 |
| 490 ## - SERIES STATEMENT | |
| Series statement | Chapman & Hall/CRC Financial Mathematics Series |
| 500 ## - GENERAL NOTE | |
| General note | Table of content:<br/>1. Spaces, Laws and Limits. 2. Stochastic Processes. 3. Martingales. 4. Strong Supermartingales. 5. Optional Martingales. 6. Optional Supermartingales Decomposition. 7. Calculus of Optional Semimartingales. 8. Optional Stochastic Equations. 9. Optional Financial Markets. 10. Defaultable Markets on Unusual Space. 11. Filtering of Optional Semimartingales. Bibliography. Index.<br/>[https://www.routledge.com/Optional-Processes-Theory-and-Applications/Abdelghani-Melnikov/p/book/9780367508517] |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | It is well-known that modern stochastic calculus has been exhaustively developed under usual conditions. Despite such a well-developed theory, there is evidence to suggest that these very convenient technical conditions cannot necessarily be fulfilled in real-world applications.<br/><br/>Optional Processes: Theory and Applications seeks to delve into the existing theory, new developments and applications of optional processes on "unusual" probability spaces. The development of stochastic calculus of optional processes marks the beginning of a new and more general form of stochastic analysis.<br/><br/>This book aims to provide an accessible, comprehensive and up-to-date exposition of optional processes and their numerous properties. Furthermore, the book presents not only current theory of optional processes, but it also contains a spectrum of applications to stochastic differential equations, filtering theory and mathematical finance.<br/><br/>Features<br/><br/><br/>Suitable for graduate students and researchers in mathematical finance, actuarial science, applied mathematics and related areas<br/><br/>Compiles almost all essential results on the calculus of optional processes in unusual probability spaces<br/><br/>Contains many advanced analytical results for stochastic differential equations and statistics pertaining to the calculus of optional processes<br/><br/>Develops new methods in finance based on optional processes such as a new portfolio theory, defaultable claim pricing mechanism, etc.<br/><br/>(https://www.routledge.com/Optional-Processes-Theory-and-Applications/Abdelghani-Melnikov/p/book/9780367508517) |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Stochastic calculus |
| 700 ## - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Melnikov, Alexander |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dewey Decimal Classification | Operations Management & Quantitative Techniques | TB2632 | 19-11-2024 | Indian Institute of Management LRC | Indian Institute of Management LRC | General Stacks | 11/29/2024 | Technical Bureau India Pvt. Ltd. | 3455.69 | 519.23 ABD | 006656 | 11/29/2024 | 1 | 5316.44 | 11/29/2024 | Book |