A course in financial calculus / (Record no. 345569)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 01399 a2200205 4500 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 0521813859 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9780521813853 |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 332.63221 |
| 090 ## - LOCALLY ASSIGNED LC-TYPE CALL NUMBER (OCLC); LOCAL CALL NUMBER (RLIN) | |
| -- | 3080 |
| -- | 3080 |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Etheridge, Alison. |
| 245 12 - TITLE STATEMENT | |
| Title | A course in financial calculus / |
| Statement of responsibility, etc. | Alison Etheridge. |
| 250 ## - EDITION STATEMENT | |
| Edition statement | 1st ed. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. | |
| Place of publication, distribution, etc. | [S.l.] : |
| Name of publisher, distributor, etc. | Cambridge University Press, |
| Date of publication, distribution, etc. | 2002. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | 204 p. ; |
| Dimensions | 25 cm. |
| 500 ## - GENERAL NOTE | |
| General note | Hardcover. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | This text is designed for first courses in financial calculus aimed at students with a good background in mathematics. Key concepts such as martingales and change of measure are introduced in the discrete time framework, allowing an accessible account of Brownian motion and stochastic calculus. The Black-Scholes pricing formula is first derived in the simplest financial context. Subsequent chapters are devoted to increasing the financial sophistication of the models and instruments. The final chapter introduces more advanced topics including stock price models with jumps, and stochastic volatility. A large number of exercises and examples illustrate how the methods and concepts can be applied to realistic financial questions. |
| 856 40 - ELECTRONIC LOCATION AND ACCESS | |
| Materials specified | Amazon.com |
| Uniform Resource Identifier | <a href="http://www.amazon.com/exec/obidos/ASIN/0521813859/chopaconline-20">http://www.amazon.com/exec/obidos/ASIN/0521813859/chopaconline-20</a> |
| 856 40 - ELECTRONIC LOCATION AND ACCESS | |
| Materials specified | Amazon customer reviews |
| Uniform Resource Identifier | <a href="http://www.chopac.org/cgi-bin/tools/azrev.pl?q=0521813859">http://www.chopac.org/cgi-bin/tools/azrev.pl?q=0521813859</a> |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Institution code [OBSOLETE] | NBS |
| Koha item type | Book |
| Call number prefix | 332.63221 ETH |
| Withdrawn status | Lost status | Damaged status | Not for loan | Permanent Location | Current Location | Date acquired | Total Checkouts | Full call number | Barcode | Date last seen | Date last checked out | Price effective from | Koha item type |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Central Library (CL) | Central Library (CL) | 08/28/2013 | 1 | 332.63221 ETH | NBS4983 | 11/22/2017 | 08/04/2017 | 08/28/2013 | Book |