An introduction to the mathematics of financial derivatives (Record no. 16321)

MARC details
000 -LEADER
fixed length control field 02387cam a22003854i 4500
001 - CONTROL NUMBER
control field 18180008
003 - CONTROL NUMBER IDENTIFIER
control field BD-DhIUB
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20230823095212.0
006 - FIXED-LENGTH DATA ELEMENTS--ADDITIONAL MATERIAL CHARACTERISTICS--GENERAL INFORMATION
fixed length control field m o d
007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION
fixed length control field cr zn|
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 140606s2014 caua b 001 0 eng
010 ## - LIBRARY OF CONGRESS CONTROL NUMBER
LC control number 2014379410
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
ISBN 9780123846822
040 ## - CATALOGING SOURCE
Original cataloging agency DLC
Language of cataloging eng
Description conventions rda
Transcribing agency DLC
Modifying agency BD-DhIUB
042 ## - AUTHENTICATION CODE
Authentication code pcc
050 00 - LIBRARY OF CONGRESS CALL NUMBER
Classification number HG6024.A3
Item number N44 2014
082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number 332.63/2
Edition number 21
100 1# - MAIN ENTRY--PERSONAL NAME
Personal name Neftci, Salih N.
245 13 - TITLE STATEMENT
Title An introduction to the mathematics of financial derivatives
Statement of responsibility, etc edited by Salih N. Neftci, Ali Hirsa.
Medium [electronic resource] /
250 ## - EDITION STATEMENT
Edition statement 3rd edn.
260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT)
Name of publisher, distributor, etc Academic Press
Date of publication, distribution, etc 2014
300 ## - PHYSICAL DESCRIPTION
Extent ix, 444 pages :
Other physical details illustrations ;
Dimensions 25 cm
500 ## - GENERAL NOTE
General note Previous edition published: An introduction to the mathematics of financial derivatives / Salih N. Neftci.
504 ## - BIBLIOGRAPHY, ETC. NOTE
Bibliography, etc Includes bibliographical references (pages 437-438) and index.
505 ## - FORMATTED CONTENTS NOTE
Formatted contents note 1. Financial Derivatives: A Brief Introduction -- 2. A Primer on Arbitrage Theorem -- 3. Review of Deterministic Calculus -- 4. Pricing Derivatives: Models and Notations -- 5. Tools in Probability Theory -- 6. Martingales and Martingale Representations -- 7. Wiener Process, Levy Processes, and Rare Events -- 8. Differentiation in Stochastic Environments -- 9. Integration in Stochastic Environments -- 10. Ito's Lemma -- 11. The dynamics of Derivatives Prices: Stochastic Differential -- 12. Pricing Derivatives Products via Partial Differential Equations -- 13. Equivalent Martingale Measures -- 14. Equivalent Martingale Measures: Applications -- 15. Arbitrage Theorem in a New Setting -- 16. Term Structure Modeling and Related Concepts -- 17. Approaches to Modeling Term Structure -- 18: Conditional Expectations and PDEs -- 19. Derivative Pricing via Transform Techniques -- 20. Credit Spread and Credit Derivatives -- 21. Stopping Times and American-Style Derivatives -- 22. A Primer on Calibration and Estimation Techniques
520 ## - SUMMARY, ETC.
Summary, etc Business
526 ## - STUDY PROGRAM INFORMATION NOTE
Department Finance
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Derivative securities
General subdivision Mathematics
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Finance
9 (RLIN) 449
655 ## - INDEX TERM--GENRE/FORM
Genre/form data or focus term Electronic books.
655 ## - INDEX TERM--GENRE/FORM
Genre/form data or focus term Electronic resource.
700 1# - ADDED ENTRY--PERSONAL NAME
Personal name Hirsa, Ali.
Title of a work Introduction to the mathematics of financial derivatives.
856 41 - ELECTRONIC LOCATION AND ACCESS
Uniform Resource Identifier <a href="http://www.sciencedirect.com/science/book/9780123846822">http://www.sciencedirect.com/science/book/9780123846822</a>
Link text Click Here for Full Text
Public note (IUB Campus only)
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Source of classification or shelving scheme Dewey Decimal Classification
Koha item type E-Books
Holdings
Withdrawn status Lost status Source of classification or shelving scheme Damaged status Not for loan Collection code Home library Current library Date acquired Source of acquisition Cost, normal purchase price Total Checkouts Full call number Date last seen Uniform Resource Identifier Price effective from Koha item type
    Dewey Decimal Classification     Non-fiction Library, Independent University, Bangladesh (IUB) Library, Independent University, Bangladesh (IUB) 01/01/2015   0.00   332.63/2 05/02/2015 http://www.sciencedirect.com/science/book/9780123846822 05/02/2015 E-Books