An Elementary Introduction to Mathematical Finance (Record no. 1688)

MARC details
000 -LEADER
fixed length control field 01589 a2200217 4500
003 - CONTROL NUMBER IDENTIFIER
control field OSt
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20190430110749.0
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 190430b ||||| |||| 00| 0 eng d
020 00 - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9781108730112
040 ## - CATALOGING SOURCE
Transcribing agency IIMV
082 0# - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number 332.60151 ROS
100 1# - MAIN ENTRY--PERSONAL NAME
Personal name Sheldon M. Ross
Relator term Author
9 (RLIN) 1088
245 0# - TITLE STATEMENT
Title An Elementary Introduction to Mathematical Finance
Statement of responsibility, etc. by Sheldon M. Ross
260 ## - PUBLICATION, DISTRIBUTION, ETC.
Name of publisher, distributor, etc. Cambridge University Press
Place of publication, distribution, etc. New Delhi
Date of publication, distribution, etc. 2018
300 ## - PHYSICAL DESCRIPTION
Extent xv, 305 pages;
Other physical details illustrations:
Dimensions 23 cm.
505 ## - FORMATTED CONTENTS NOTE
Formatted contents note <br/>Frontmatter pp i-vi<br/><br/><br/>Contents pp vii-x<br/><br/>Introduction and Preface pp xi-xvi<br/><br/><br/>1 - Probability pp 1-21<br/><br/><br/>2 - Normal Random Variables pp 22-33<br/><br/><br/>3 - Brownian Motion and Geometric Brownian Motion pp 34-47<br/><br/><br/>4 - Interest Rates and Present Value Analysis pp 48-72<br/><br/><br/>5 - Pricing Contracts via Arbitrage pp 73-91<br/><br/>6 - The Arbitrage Theorem pp 92-105<br/><br/>7 - The Black–Scholes Formula pp 106-130<br/><br/>8 - Additional Results on Options pp 131-164<br/><br/>9 - Valuing by Expected Utility pp 165-192<br/><br/>10 - Stochastic Order Relations pp 193-211<br/><br/>11 - Optimization Models pp 212-227<br/><br/>12 - Stochastic Dynamic Programming pp 228-246<br/><br/><br/>13 - Exotic Options pp 247-264<br/><br/><br/>14 - Beyond Geometric Brownian Motion Models pp 265-284<br/><br/>15 - Autoregressive Models and Mean Reversion pp 285-302<br/><br/>Index pp 303-305<br/>
520 3# - SUMMARY, ETC.
Summary, etc. an excellent introduction to the subject … the book is ideally suited for self-study and provides a very accessible entry point to this fascinating field.
650 0# - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element Economics
9 (RLIN) 1089
650 0# - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element Mathematical Finance
9 (RLIN) 1090
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Source of classification or shelving scheme Dewey Decimal Classification
Koha item type Book
Holdings
Withdrawn status Lost status Source of classification or shelving scheme Damaged status Not for loan Collection code Home library Current library Shelving location Date acquired Source of acquisition Cost, normal purchase price Total Checkouts Total Renewals Full call number Barcode Date last seen Date last checked out Cost, replacement price Price effective from Koha item type
    Dewey Decimal Classification     Non-fiction Indian Institute of Management Visakhapatnam Indian Institute of Management Visakhapatnam General Stacks 04/30/2019 9 337.50 1 2 332.60151 ROS 001145 01/07/2022 03/13/2020 450.00 04/30/2019 Book

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