Discrete Models of Financial Markets / (Record no. 38622)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 02058nam a22003377a 4500 |
| 001 - CONTROL NUMBER | |
| control field | sulb-eb0017184 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | BD-SySUS |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20160405140637.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 110307s2012||||enk o ||1 0|eng|d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9781139051583 (ebook) |
| Canceled/invalid ISBN | 9781107002630 (hardback) |
| Canceled/invalid ISBN | 9780521175722 (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 | .C357 2012 |
| 082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 332.01/5111 |
| Edition number | 23 |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Capiński, Marek, |
| Relator term | author. |
| 245 10 - TITLE STATEMENT | |
| Title | Discrete Models of Financial Markets / |
| 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 (192 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 explains in simple settings the fundamental ideas of financial market modelling and derivative pricing, using the no-arbitrage principle. Relatively elementary mathematics leads to powerful notions and techniques - such as viability, completeness, self-financing and replicating strategies, arbitrage and equivalent martingale measures - which are directly applicable in practice. The general methods are applied in detail to pricing and hedging European and American options within the Cox–Ross–Rubinstein (CRR) binomial tree model. A simple approach to discrete interest rate models is included, which, though elementary, has some novel features. All proofs are written in a user-friendly manner, with each step carefully explained and following a natural flow of thought. In this way the student learns how to tackle new problems. |
| 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 | 9781107002630 |
| 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/CBO9781139051583">http://dx.doi.org/10.1017/CBO9781139051583</a> |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Source of classification or shelving scheme | |
| Koha item type | |
No items available.