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The Black–Scholes Model / (Record no. 38105)

MARC details
000 -LEADER
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.