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 |