Stochastic Finance: An Introduction with Market Examples (Record no. 101044)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 01253aam a2200205 4500 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | OSt |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20160301150252.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 160213b xxu||||| |||| 00| 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9781466594029 |
| 040 ## - CATALOGING SOURCE | |
| Transcribing agency | |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 332.632042 |
| Item number | PRI |
| 100 ## - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Privault, Nicolas |
| 9 (RLIN) | 1291 |
| 245 ## - TITLE STATEMENT | |
| Title | Stochastic Finance: An Introduction with Market Examples |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Name of publisher, distributor, etc. | CRC Press |
| Date of publication, distribution, etc. | 2016 |
| Place of publication, distribution, etc. | Boca Raton |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | 426p |
| 440 ## - SERIES STATEMENT/ADDED ENTRY--TITLE | |
| Title | Chapman and Hall/CRC Financial Mathematics Series |
| 9 (RLIN) | 1292 |
| 500 ## - GENERAL NOTE | |
| General note | 1. Assets, Portfolios and Arbitrage<br/>2. Discrete-Time Model<br/>3. Pricing and Hedging in Discrete Time<br/>4. Brownian Motion and Stochastic Calculus<br/>5. The Black-Scholes PDE<br/>6. Martingale Approach to Pricing and Hedging<br/>7. Estimation of Volatility<br/>8. Exotic Options<br/>9. American Options<br/>10. Change of Numeraire and Forward Measures<br/>11. Forward Rate Modeling<br/>12. Pricing of Interest Rate Derivatives<br/>13. Default Risk in Bond Markets<br/>14. Stochastic Calculus for Jump Processes<br/>15. Pricing and Hedging in Jump Models<br/>16. Basic Numerical Methods<br/>Appendix: Background on Probability Theory<br/>Conditional Expectation |
| 600 ## - SUBJECT ADDED ENTRY--PERSONAL NAME | |
| Personal name | Securities - Prices - Mathematical Models |
| 9 (RLIN) | 1293 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Source of classification or shelving scheme | Dewey Decimal Classification |
| Koha item type | Book |
| Call number prefix | 332.632042 |
| Call number suffix | PRI |
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