Stochastic Calculus for Finance / (Record no. 38416)
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000 -LEADER | |
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fixed length control field | 02304nam a22003617a 4500 |
001 - CONTROL NUMBER | |
control field | sulb-eb0016978 |
003 - CONTROL NUMBER IDENTIFIER | |
control field | BD-SySUS |
005 - DATE AND TIME OF LATEST TRANSACTION | |
control field | 20160405140627.0 |
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
fixed length control field | 110215s2012||||enk o ||1 0|eng|d |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
International Standard Book Number | 9781139017367 (ebook) |
Canceled/invalid ISBN | 9781107002647 (hardback) |
Canceled/invalid ISBN | 9780521175739 (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 | HG106 |
Item number | .C364 2012 |
082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
Classification number | 332.01/51922 |
Edition number | 23 |
100 1# - MAIN ENTRY--PERSONAL NAME | |
Personal name | Capiński, Marek, |
Relator term | author. |
245 10 - TITLE STATEMENT | |
Title | Stochastic Calculus for Finance / |
Statement of responsibility, etc. | Marek Capiński, Ekkehard Kopp, Janusz Traple. |
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 (186 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. | This book focuses specifically on the key results in stochastic processes that have become essential for finance practitioners to understand. The authors study the Wiener process and Itô integrals in some detail, with a focus on results needed for the Black–Scholes option pricing model. After developing the required martingale properties of this process, the construction of the integral and the Itô formula (proved in detail) become the centrepiece, both for theory and applications, and to provide concrete examples of stochastic differential equations used in finance. Finally, proofs of the existence, uniqueness and the Markov property of solutions of (general) stochastic equations complete the book. Using careful exposition and detailed proofs, this book is a far more accessible introduction to Itô calculus than most texts. Students, practitioners and researchers will benefit from its rigorous, but unfussy, approach to technical issues. Solutions to the exercises are available online. |
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name as entry element | Stochastic processes |
700 1# - ADDED ENTRY--PERSONAL NAME | |
Personal name | Kopp, Ekkehard, |
Relator term | author. |
Personal name | Traple, Janusz, |
Relator term | author. |
776 08 - ADDITIONAL PHYSICAL FORM ENTRY | |
Relationship information | Print version: |
International Standard Book Number | 9781107002647 |
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/CBO9781139017367">http://dx.doi.org/10.1017/CBO9781139017367</a> |
942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
Source of classification or shelving scheme | |
Koha item type |
No items available.