Introduction to the Mathematics of Finance (Record no. 370554)

000 -LEADER
fixed length control field 03716nam a22005055i 4500
001 - CONTROL NUMBER
control field 978-1-4614-3582-2
003 - CONTROL NUMBER IDENTIFIER
control field DE-He213
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20180115171518.0
007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION
fixed length control field cr nn 008mamaa
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 120423s2012 xxu| s |||| 0|eng d
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9781461435822
-- 978-1-4614-3582-2
024 7# - OTHER STANDARD IDENTIFIER
Standard number or code 10.1007/978-1-4614-3582-2
Source of number or code doi
050 #4 - LIBRARY OF CONGRESS CALL NUMBER
Classification number HB135-147
072 #7 - SUBJECT CATEGORY CODE
Subject category code KF
Source bicssc
072 #7 - SUBJECT CATEGORY CODE
Subject category code MAT003000
Source bisacsh
072 #7 - SUBJECT CATEGORY CODE
Subject category code BUS027000
Source bisacsh
082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number 519
Edition number 23
100 1# - MAIN ENTRY--PERSONAL NAME
Personal name Roman, Steven.
Relator term author.
245 10 - TITLE STATEMENT
Title Introduction to the Mathematics of Finance
Medium [electronic resource] :
Remainder of title Arbitrage and Option Pricing /
Statement of responsibility, etc. by Steven Roman.
250 ## - EDITION STATEMENT
Edition statement 2nd ed. 2012.
264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE
Place of production, publication, distribution, manufacture New York, NY :
Name of producer, publisher, distributor, manufacturer Springer New York,
Date of production, publication, distribution, manufacture, or copyright notice 2012.
300 ## - PHYSICAL DESCRIPTION
Extent XVI, 288 p.
Other physical details online resource.
336 ## - CONTENT TYPE
Content type term text
Content type code txt
Source rdacontent
337 ## - MEDIA TYPE
Media type term computer
Media type code c
Source rdamedia
338 ## - CARRIER TYPE
Carrier type term online resource
Carrier type code cr
Source rdacarrier
347 ## - DIGITAL FILE CHARACTERISTICS
File type text file
Encoding format PDF
Source rda
490 1# - SERIES STATEMENT
Series statement Undergraduate Texts in Mathematics,
International Standard Serial Number 0172-6056
505 0# - FORMATTED CONTENTS NOTE
Formatted contents note Preface -- Notation Key and Greek Alphabet -- 0 Introduction -- Part 1 Options and Arbitrage -- 1 Background on Options -- 2 An Aperitif on Arbitrage -- Part 2 Discrete-Time Pricing Models -- 3 Discrete Probability -- 4 Stochastic Processes, Filtrations and Martingales -- 5 Discrete-Time Pricing Models -- 6 The Binomial Model -- 7 Pricing Nonattainable Alternatives in an Incomplete Market -- 8 Optimal Stopping and American Options -- Part 3 the Black-Scholes Option Pricing Formula -- 9 Continuous Probability -- 10 The Black-Scholes Option Pricing Formula -- Appendix A: Convexity and the Separation Theorem -- Appendix B: Closed, Convex Cones -- Selected Solutions -- References -- Index.
520 ## - SUMMARY, ETC.
Summary, etc. The Mathematics of Finance has been a hot topic ever since the discovery of the Black-Scholes option pricing formulas in 1973. Unfortunately, there are very few undergraduate textbooks in this area. This book is specifically written for advanced undergraduate or beginning graduate students in mathematics, finance or economics. This book concentrates on discrete derivative pricing models, culminating in a careful and complete derivation of the Black-Scholes option pricing formulas as a limiting case of the Cox-Ross-Rubinstein discrete model. This second edition is a complete rewrite of the first edition with significant changes to the topic organization, thus making the book flow much more smoothly. Several topics have been expanded such as the discussions of options, including the history of options, and pricing nonattainable alternatives. In this edition the material on probability has been condensed into fewer chapters, and the material on the capital asset pricing model has been removed. The mathematics is not watered down, but it is appropriate for the intended audience. Previous knowledge of measure theory is not needed and only a small amount of linear algebra is required. All necessary probability theory is developed throughout the book on a "need-to-know" basis. No background in finance is required, since the book contains a chapter on options.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Mathematics.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Finance.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Economics, Mathematical.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Probabilities.
650 14 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Mathematics.
650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Quantitative Finance.
650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Probability Theory and Stochastic Processes.
650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Finance, general.
710 2# - ADDED ENTRY--CORPORATE NAME
Corporate name or jurisdiction name as entry element SpringerLink (Online service)
773 0# - HOST ITEM ENTRY
Title Springer eBooks
776 08 - ADDITIONAL PHYSICAL FORM ENTRY
Relationship information Printed edition:
International Standard Book Number 9781461435815
830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE
Uniform title Undergraduate Texts in Mathematics,
International Standard Serial Number 0172-6056
856 40 - ELECTRONIC LOCATION AND ACCESS
Uniform Resource Identifier <a href="http://dx.doi.org/10.1007/978-1-4614-3582-2">http://dx.doi.org/10.1007/978-1-4614-3582-2</a>
912 ## -
-- ZDB-2-SMA
Holdings
Withdrawn status Lost status Damaged status Not for loan Collection code Permanent Location Current Location Date acquired Date last seen Price effective from Koha item type
  Not Lost     EBook e-Library e-Library 2018-01-15 2018-01-15 2018-01-15 eBook

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