MARC details
| 000 -LEADER |
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| fixed length control field |
02994nam a22003857a 4500 |
| 001 - CONTROL NUMBER |
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| control field |
sulb0069485 |
| 003 - CONTROL NUMBER IDENTIFIER |
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| control field |
BD-SySUS |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
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| control field |
20190520122417.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
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| fixed length control field |
170809t20172017ne a b 001 0 eng d |
| 010 ## - LIBRARY OF CONGRESS CONTROL NUMBER |
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| LC control number |
2016499978 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
9780128042489 |
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| International Standard Book Number |
0128042486 |
| 040 ## - CATALOGING SOURCE |
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| Original cataloging agency |
BTCTA |
| Language of cataloging |
eng |
| Transcribing agency |
BTCTA |
| Description conventions |
rda |
| Modifying agency |
YDXCP |
| -- |
BDX |
| -- |
FTU |
| -- |
OCLCO |
| -- |
OCLCF |
| -- |
JHE |
| -- |
DLC |
| -- |
BD-SySUS |
| 050 00 - LIBRARY OF CONGRESS CALL NUMBER |
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| Classification number |
QA314 |
| Item number |
.F35 2017 |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER |
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| Classification number |
515.83 |
| Edition number |
23 |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
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| Personal name |
Fallahgoul, Hasan A., |
| Relator term |
author. |
| 9 (RLIN) |
30792 |
| 245 10 - TITLE STATEMENT |
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| Title |
Fractional calculus and fractional processes with applications to financial economics : |
| Remainder of title |
theory and application / |
| Statement of responsibility, etc. |
Hasan A. Fallahgoul, Sergio M. Focardi, Frank J. Fabozzi. |
| 300 ## - PHYSICAL DESCRIPTION |
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| Extent |
x, 105 pages : |
| Other physical details |
illustrations ; |
| Dimensions |
24 cm |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE |
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| Bibliography, etc |
Includes bibliographical references (pages 97-101) and index. |
| 505 0# - FORMATTED CONTENTS NOTE |
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| Formatted contents note |
Fractional Calculus and Fractional Processes with Applications to Financial Economics: Theory and Application; Copyright; Dedication ; About the Authors; Contents; List of illustrations; Part I Theory; 1 Fractional calculus and fractional processes: an overview; 1.1 Fractional calculus; 1.2 Fractional processes; 2 Fractional Calculus; 2.1 Different definitions for fractional derivatives; 2.2 Computation with Matlab; Key points of the chapter ; 3 Fractional Brownian Motion; 3.1 Definition; 3.2 Long-Range Dependency; 3.3 Self-Similarity; 3.4 Existence of Arbitrage |
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| Formatted contents note |
Key points of the chapter 4 Fractional Diffusion and Heavy Tail Distributions: Stable Distribution; 4.1 Univariate Stable Distribution; 4.2 Multivariate Stable Distribution; Key points of the chapter ; 5 Fractional Diffusion and Heavy Tail Distributions: Geo-Stable Distribution; 5.1 Univariate Geo-stable Distribution; 5.2 Multivariate Geo-stable Distribution; Key points of the chapter ; Part II Applications; 6 Fractional Partial Differential Equation and Option Pricing; 6.1 Option Pricing and Brownian Motion; 6.2 Option Pricing and the L�evy Process; Key points of the chapter |
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| Formatted contents note |
7 Continuous-Time Random Walk and Fractional Calculus7.1 Continuous-Time Random Walk; 7.2 Fractional Calculus and Probability Density Function; 7.3 Applications; Key points of the chapter ; 8 Applications of Fractional Processes; 8.1 Fractionally Integrated Time Series; 8.2 Stock-Returns and Volatility Processes; 8.3 Interest-Rate Processes; 8.4 Order Arrival Processes; Key points of the chapter ; References; Index ; Back Cover |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name as entry element |
Fractional calculus. |
| 9 (RLIN) |
30793 |
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| Topical term or geographic name as entry element |
Finance. |
| 9 (RLIN) |
30794 |
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| Topical term or geographic name as entry element |
Economics. |
| 9 (RLIN) |
30795 |
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| Topical term or geographic name as entry element |
MATHEMATICS / Calculus. |
| Source of heading or term |
bisacsh |
| 9 (RLIN) |
30796 |
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| Topical term or geographic name as entry element |
MATHEMATICS / Mathematical Analysis. |
| Source of heading or term |
bisacsh |
| 9 (RLIN) |
30797 |
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| Topical term or geographic name as entry element |
BUSINESS & ECONOMICS / Business Mathematics. |
| Source of heading or term |
bisacsh |
| 9 (RLIN) |
30798 |
|
|---|
| Topical term or geographic name as entry element |
Economics. |
| Source of heading or term |
fast |
| 9 (RLIN) |
30795 |
|
|---|
| Topical term or geographic name as entry element |
Finance. |
| Source of heading or term |
fast |
| 9 (RLIN) |
30794 |
|
|---|
| Topical term or geographic name as entry element |
Fractional calculus. |
| Source of heading or term |
fast |
| 9 (RLIN) |
30793 |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Focardi, Sergio M., |
| Relator term |
author. |
| 9 (RLIN) |
30799 |
|
|---|
| Personal name |
Fabozzi, Frank J., |
| Relator term |
author. |
| 9 (RLIN) |
7467 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Source of classification or shelving scheme |
Dewey Decimal Classification |
| Koha item type |
Books |
