The Black–Scholes Model / (Record no. 38105)
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000 -LEADER | |
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fixed length control field | 02073nam a22003377a 4500 |
001 - CONTROL NUMBER | |
control field | sulb-eb0016667 |
003 - CONTROL NUMBER IDENTIFIER | |
control field | BD-SySUS |
005 - DATE AND TIME OF LATEST TRANSACTION | |
control field | 20160405140618.0 |
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
fixed length control field | 110218s2012||||enk o ||1 0|eng|d |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
International Standard Book Number | 9781139026130 (ebook) |
Canceled/invalid ISBN | 9781107001695 (hardback) |
Canceled/invalid ISBN | 9780521173001 (paperback) |
040 ## - CATALOGING SOURCE | |
Original cataloging agency | UkCbUP |
Language of cataloging | eng |
Description conventions | rda |
Transcribing agency | UkCbUP |
Modifying agency | BD-SySUS. |
050 00 - LIBRARY OF CONGRESS CALL NUMBER | |
Classification number | HG6024.A3 |
Item number | C364 2013 |
082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
Classification number | 332.64/53 |
Edition number | 23 |
100 1# - MAIN ENTRY--PERSONAL NAME | |
Personal name | Capiński, Marek, |
Relator term | author. |
245 14 - TITLE STATEMENT | |
Title | The Black–Scholes Model / |
Statement of responsibility, etc. | Marek Capiński, Ekkehard Kopp. |
264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE | |
Place of production, publication, distribution, manufacture | Cambridge : |
Name of producer, publisher, distributor, manufacturer | Cambridge University Press, |
Date of production, publication, distribution, manufacture, or copyright notice | 2012. |
300 ## - PHYSICAL DESCRIPTION | |
Extent | 1 online resource (178 pages) : |
Other physical details | digital, PDF file(s). |
336 ## - CONTENT TYPE | |
Content type term | text |
Content type code | txt |
Source | rdacontent |
337 ## - MEDIA TYPE | |
Media type term | computer |
Media type code | c |
Source | rdamedia |
338 ## - CARRIER TYPE | |
Carrier type term | online resource |
Carrier type code | cr |
Source | rdacarrier |
490 0# - SERIES STATEMENT | |
Series statement | Mastering Mathematical Finance |
500 ## - GENERAL NOTE | |
General note | Title from publisher's bibliographic system (viewed on 04 Apr 2016). |
520 ## - SUMMARY, ETC. | |
Summary, etc. | The Black–Scholes option pricing model is the first and by far the best-known continuous-time mathematical model used in mathematical finance. Here, it provides a sufficiently complex, yet tractable, testbed for exploring the basic methodology of option pricing. The discussion of extended markets, the careful attention paid to the requirements for admissible trading strategies, the development of pricing formulae for many widely traded instruments and the additional complications offered by multi-stock models will appeal to a wide class of instructors. Students, practitioners and researchers alike will benefit from the book's rigorous, but unfussy, approach to technical issues. It highlights potential pitfalls, gives clear motivation for results and techniques and includes carefully chosen examples and exercises, all of which make it suitable for self-study. |
700 1# - ADDED ENTRY--PERSONAL NAME | |
Personal name | Kopp, Ekkehard, |
Relator term | author. |
776 08 - ADDITIONAL PHYSICAL FORM ENTRY | |
Relationship information | Print version: |
International Standard Book Number | 9781107001695 |
830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE | |
Uniform title | Mastering Mathematical Finance. |
856 40 - ELECTRONIC LOCATION AND ACCESS | |
Uniform Resource Identifier | <a href="http://dx.doi.org/10.1017/CBO9781139026130">http://dx.doi.org/10.1017/CBO9781139026130</a> |
942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
Source of classification or shelving scheme | |
Koha item type |
No items available.