An Elementary Introduction to Mathematical Finance (Record no. 1688)
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000 -LEADER | |
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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 |
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 |