Stochastic financial models / (Record no. 5904)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 02087cam a2200277 a 4500 |
| 001 - CONTROL NUMBER | |
| control field | 7665285 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | OSt |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20180613103157.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 091106s2010 flua b 001 0 eng |
| 010 ## - LIBRARY OF CONGRESS CONTROL NUMBER | |
| LC control number | 2009044114 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9781420093452 |
| 024 ## - OTHER STANDARD IDENTIFIER | |
| Standard number or code | 99936383920 |
| 040 ## - CATALOGING SOURCE | |
| Original cataloging agency | UMI |
| Transcribing agency | UMI |
| Modifying agency | UMI |
| 082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 332.632042 |
| Edition number | 22 |
| Item number | KEN |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Kennedy, Douglas. |
| 9 (RLIN) | 16818 |
| 245 10 - TITLE STATEMENT | |
| Title | Stochastic financial models / |
| Statement of responsibility, etc. | Douglas Kennedy. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Place of publication, distribution, etc. | Boca Raton, FL : |
| Name of publisher, distributor, etc. | Chapman & Hall/CRC, |
| Date of publication, distribution, etc. | c2010. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | 257 p. : |
| Other physical details | ill. ; |
| Dimensions | 25 cm. |
| 490 1# - SERIES STATEMENT | |
| Series statement | Chapman & Hall/CRC financial mathematics series |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE | |
| Bibliography, etc | Includes bibliographical references and index. |
| 520 1# - SUMMARY, ETC. | |
| Summary, etc. | "Stochastic Financial Models provides a sound introduction to mathematical finance. The author takes a classical applied mathematical approach, focusing on calculations rather than seeking the greatest generality." "Developed from the esteemed author's courses at the University of Cambridge, the text begins with the classical topics of utility and the mean-variance approach to portfolio choice. The remainder of the book deals with derivative pricing. The author fully explains the binomial model since it is central to understanding the pricing of derivatives by self-financing hedging portfolios. He then discusses the general discrete-time model. Brownian motion and the Black-Scholes model. The book concludes with a look at various interest-rate models. Concepts from measure-theoretic probability and solutions to the end-of-chapter exercises are provided in the appendices." "By exploring the important and exciting application area of mathematical finance, this text encourages readers to learn more about probability, martingales and stochastic integration. It shows how mathematical concepts, such as the Black-Scholes and Gaussian random-field models, are used in financial situations."--BOOK JACKET. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Investments |
| General subdivision | Mathematical models. |
| 9 (RLIN) | 16819 |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Stochastic analysis. |
| 9 (RLIN) | 16820 |
| 830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE | |
| Uniform title | Chapman & Hall/CRC financial mathematics series. |
| 9 (RLIN) | 16821 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Source of classification or shelving scheme | |
| Koha item type | Books-General |
| Withdrawn status | Lost status | Source of classification or shelving scheme | Damaged status | Not for loan | Collection code | Home library | Current library | Date acquired | Total Checkouts | Full call number | Barcode | Date last seen | Price effective from | Koha item type | Inventory number | Shelving location |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Item Still in Circulation | Seen During Stock-taking | UMI Main Library | Mbale Centre Library | 08/27/2013 | 332.632042 KEN | 2013-777 | 02/11/2016 | 02/11/2016 | Books-General | |||||||
| Item Still in Circulation | Seen During Stock-taking | UMI Main Library | UMI Main Library | 08/27/2013 | 332.632042 KEN | 2013-778 | 02/11/2016 | 02/11/2016 | Books-General | 1 | ||||||
| Item Still in Circulation | Seen During Stock-taking | UMI Main Library | UMI Main Library | 08/27/2013 | 332.632042 KEN | 2013-779 | 02/11/2016 | 02/11/2016 | Books-General | |||||||
| Item Still in Circulation | Seen During Stock-taking | UMI Main Library | UMI Main Library | 08/27/2013 | 332.632042 KEN | 2013-780 | 02/11/2016 | 02/11/2016 | Books-General | 1 | ||||||
| Item Still in Circulation | Seen During Stock-taking | UMI Main Library | UMI Main Library | 08/27/2013 | 332.632042 KEN | 2013-781 | 02/11/2016 | 02/11/2016 | Books-General | 1 | ||||||
| Item Still in Circulation | Seen During Stock-taking | UMI Main Library | UMI Main Library | 08/27/2013 | 332.632042 KEN | 2013-782 | 02/11/2016 | 02/11/2016 | Books-General | |||||||
| Item Still in Circulation | Seen During Stock-taking | UMI Main Library | UMI Main Library | 08/27/2013 | 332.632042 KEN | 2013-783 | 02/11/2016 | 02/11/2016 | Books-General | 1 | ||||||
| Item Still in Circulation | Seen During Stock-taking | UMI Main Library | UMI Main Library | 08/27/2013 | 332.632042 KEN | 2013-784 | 02/11/2016 | 02/11/2016 | Books-General | 1 |