Introduction to stochastic calculus applied to finance / (Record no. 17743)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 01272cam a2200253 a 4500 |
| 001 - CONTROL NUMBER | |
| control field | 14947992 |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20200606110410.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 070731s2008 flu b 001 0 eng |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9781584886266 (alk. paper) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 1584886269 (alk. paper) |
| 040 ## - CATALOGING SOURCE | |
| Transcribing agency | DLC |
| 082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 332.645 |
| Edition number | 22 |
| Item number | L223 |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Lamberton, Damien. |
| 245 10 - TITLE STATEMENT | |
| Title | Introduction to stochastic calculus applied to finance / |
| Statement of responsibility, etc | Damien Lamberton, Bernard Lapeyre. |
| 250 ## - EDITION STATEMENT | |
| Edition statement | 2nd ed. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Place of publication, distribution, etc | Boca Raton : |
| Name of publisher, distributor, etc | Chapman & Hall/CRC, |
| Date of publication, distribution, etc | 2008 |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | 253 p. ; |
| Dimensions | 25 cm. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Investments |
| General subdivision | Mathematics. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Stochastic analysis. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Options (Finance) |
| General subdivision | Mathematical models. |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Lapeyre, Bernard. |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Koha item type | Books |
| 505 0# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | Front cover; Preface to the second edition; Contents; Introduction; Chapter 1: Discrete-time models; Chapter 2: Optimal stopping problem and American options; Chapter 3: Brownian motion and stochastic di˙erentialequations; Chapter 4: The Black-Scholes model; Chapter 5: Option pricing and partial differential equations; Chapter 6: Interest rate models; Chapter 7: Asset models with jumps; Chapter 8: Credit risk models; Chapter 9: Simulation and algorithms for financial models; Appendix; Bibliography; Back cover |
| Withdrawn status | Damaged status | Not for loan | Home library | Current library | Date acquired | Source of acquisition | Full call number | Barcode | Date last seen | Price effective from | Koha item type |
|---|---|---|---|---|---|---|---|---|---|---|---|
| UE-Central Library | UE-Central Library | 14.01.2019 | U.E.23580 | 332.645 L223 | T12264 | 14.01.2019 | 14.01.2019 | Books |
