Financial Mathematics: (Record no. 22238)

MARC details
000 -LEADER
fixed length control field 01382nam a22001937a 4500
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20250405132956.0
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 250320b |||||||| |||| 00| 0 eng d
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9781138603639
Qualifying information Volume II
040 ## - CATALOGING SOURCE
Transcribing agency Indian Institute of Management Raipur
082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number 510.2465
Item number CAM-23
100 ## - MAIN ENTRY--PERSONAL NAME
Personal name Campolieti, Giuseppe
245 ## - TITLE STATEMENT
Title Financial Mathematics:
Remainder of title A Comprehensive Treatment in Continuous Time Volume II /
Statement of responsibility, etc. By Giuseppe Campolieti, Roman N. Makarov
260 ## - PUBLICATION, DISTRIBUTION, ETC.
Place of publication, distribution, etc. Boca Raton:
Name of publisher, distributor, etc. CRC Press,
Date of publication, distribution, etc. 2023
300 ## - PHYSICAL DESCRIPTION
Extent xvii,492p.
490 ## - SERIES STATEMENT
Series statement Chapman & Hall/CRC Financial Mathematics Series
505 ## - FORMATTED CONTENTS NOTE
Formatted contents note Part I: Stochastic Calculus with Brownian Motion<br/><br/>1. One-Dimensional Brownian Motion and Related Processes<br/><br/>2. Introduction to Continuous-Time Stochastic Calculus<br/><br/>Part II Continuous-Time Modelling<br/><br/>3. Risk-Neutral Pricing in the (B; S) Economy: One Underlying Stock<br/><br/>4. Risk-Neutral Pricing in a Multi-Asset Economy<br/><br/>5. American Options<br/><br/>6. Interest-Rate Modelling and Derivative Pricing<br/><br/>7. Alternative Models of Asset Price Dynamics<br/><br/>A. Essentials of General Probability Theory<br/><br/>B. Some Useful Integral (Expectation) Identities and Symmetry Properties<br/><br/>of Normal Random Variables<br/><br/>C. Answers and Hints to Exercises<br/><br/>D. Glossary of Symbols and Abbreviations<br/><br/>Greek Alphabet<br/><br/>References<br/><br/>Index
700 ## - ADDED ENTRY--PERSONAL NAME
Personal name Makarov,Roman N.
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Source of classification or shelving scheme Dewey Decimal Classification
Koha item type Books
Suppress in OPAC No
Holdings
Withdrawn status Lost status Source of classification or shelving scheme Damaged status Not for loan Collection Home library Current library Shelving location Date acquired Source of acquisition Cost, normal purchase price Serial enumeration / chronology Total checkouts Full call number Barcode Date last seen Price effective from Koha item type
    Dewey Decimal Classification   Not for loan Reference Indian Institute of Management Raipur Indian Institute of Management Raipur Reference 20/03/2025 Overseas Press 9681.99 Volume II : A Comprehensive Treatment in Continuous Time   510.2465 CAM-23 13215 20/03/2025 20/03/2025 Books