Stochastic calculus for finance / (Record no. 1160667)

MARC details
000 -LEADER
fixed length control field 03856cam a2200541 i 4500
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20221101182658.0
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 050905s2004 nyua b 001 0 eng d
010 ## - LIBRARY OF CONGRESS CONTROL NUMBER
LC control number 2003063342
Canceled/invalid LC control number 2005925587
011 ## - LINKING LIBRARY OF CONGRESS CONTROL NUMBER [OBSOLETE]
Local cataloguing issues note BIB MATCHES WORLDCAT
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 0387401008
Qualifying information set
-- alk. paper
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9780387401003
Qualifying information set
-- alk. paper
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 0387249680
Qualifying information Vol. 1
-- pbk, alk. paper
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9780387249681
Qualifying information Vol. 1
-- pbk, alk. paper
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 0387401016
Qualifying information Vol. 2
-- alk. paper
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9780387401010
Qualifying information Vol. 2
-- alk. paper
035 ## - SYSTEM CONTROL NUMBER
System control number (ATU)b11026170
035 ## - SYSTEM CONTROL NUMBER
System control number (DLC) 2003063342
035 ## - SYSTEM CONTROL NUMBER
System control number (OCoLC)53289874
040 ## - CATALOGING SOURCE
Original cataloging agency DLC
Language of cataloging eng
Description conventions rda
Modifying agency ATU
042 ## - AUTHENTICATION CODE
Authentication code pcc
050 00 - LIBRARY OF CONGRESS CALL NUMBER
Classification number HG106
Item number .S57 2004
082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number 332.0151922
Edition number 22
100 1# - MAIN ENTRY--PERSONAL NAME
Personal name Shreve, Steven E.,
Relator term author.
9 (RLIN) 1054531
245 10 - TITLE STATEMENT
Title Stochastic calculus for finance /
Statement of responsibility, etc. Steven E. Shreve.
264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE
Place of production, publication, distribution, manufacture New York :
Name of producer, publisher, distributor, manufacturer Springer,
Date of production, publication, distribution, manufacture, or copyright notice [2004]
264 #4 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE
Date of production, publication, distribution, manufacture, or copyright notice ©2004
300 ## - PHYSICAL DESCRIPTION
Extent 2 volumes :
Other physical details illustrations ;
Dimensions 24 cm.
336 ## - CONTENT TYPE
Content type term text
Content type code txt
Source rdacontent
337 ## - MEDIA TYPE
Media type term unmediated
Media type code n
Source rdamedia
338 ## - CARRIER TYPE
Carrier type term volume
Carrier type code nc
Source rdacarrier
490 1# - SERIES STATEMENT
Series statement Springer finance. Textbook
490 1# - SERIES STATEMENT
Series statement Springer finance
504 ## - BIBLIOGRAPHY, ETC. NOTE
Bibliography, etc. note Includes bibliographical references and index.
505 1# - FORMATTED CONTENTS NOTE
Formatted contents note v. 1. The binomial asset pricing model -- Probability Theory on Coin Toss Space -- State Prices -- American Derivative Securities -- Random Walk -- Interest-Rate-Dependent Assets -- Proof of Fundamental Properties of Conditional Expectations.
505 1# - FORMATTED CONTENTS NOTE
Formatted contents note v. 2. General Probability Theory -- Information and Conditioning -- Brownian Motion -- Stochastic Calculus -- Risk-Neutral Pricing -- Connections with Partial Differential Equations -- Exotic Options -- American Derivative Securities -- Change of Numeraire -- Term Structure Models -- Introduction to Jump Processes -- Advanced Topics in Probability Theory -- Existence of Conditional Expectations -- Completion of Proof of Second Fundamental Theorem of Asset Pricing.
520 ## - SUMMARY, ETC.
Summary, etc. "Stochastic Calculus for Finance evolved from the first ten years of the Carnegie Mellon Professional Master's program in Computational Finance. The content of this book has been used successfully with students whose mathematics background consists of calculus and calculus-based probability. The text gives both precise statements of results, plausibility arguments, and even some proofs, but more importantly intuitive explanations developed and refine through classroom experience with this material are provided. The book includes a self-contained treatment of the probability theory needed for stochastic calculus, including Brownian motion and its properties. Advanced topics include foreign exchange models, forward measures, and jump-diffusion processes. This book is being published in two volumes. This second volume develops stochastic calculus, martingales, risk-neutral pricing, exotic options and term structure models, all in continuous time. Masters level students and researchers in mathematical finance and financial engineering will find this book useful." -- Publisher
588 ## - SOURCE OF DESCRIPTION NOTE
Source of description note Machine converted from AACR2 source record.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element Finance
General subdivision Mathematical models
Form subdivision Textbooks
9 (RLIN) 636376
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element Stochastic analysis
Form subdivision Textbooks
9 (RLIN) 721889
830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE
Uniform title Springer finance.
Name of part/section of a work Textbook.
9 (RLIN) 1054532
830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE
Uniform title Springer finance.
9 (RLIN) 253525
907 ## - LOCAL DATA ELEMENT G, LDG (RLIN)
a .b11026170
b 06-09-21
c 27-10-15
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Koha item type Book
945 ## - LOCAL PROCESSING INFORMATION (OCLC)
a 332.0151922 SHR
c Vol. 2
g 1
i A416142B
j 0
l cmain
o -
p $88.80
q -
r -
s -
t 0
u 13
v 3
w 0
x 3
y .i12278178
z 29-10-15
945 ## - LOCAL PROCESSING INFORMATION (OCLC)
a 332.0151922 SHR
c Vol. 1
g 1
i A396008B
j 0
l cmain
o -
p $51.50
q -
r -
s -
t 0
u 11
v 0
w 0
x 4
y .i12300093
z 29-10-15
945 ## - LOCAL PROCESSING INFORMATION (OCLC)
a 332.0151922 SHR
c Vol. 2
g 1
i A538241B
j 0
l cmain
o -
p $116.92
q -
r -
s -
t 0
u 0
v 0
w 0
x 0
y .i13661140
z 19-06-20
998 ## - LOCAL CONTROL INFORMATION (RLIN)
-- (2)b
-- (2)c
Operator's initials, OID (RLIN) 06-04-16
Cataloger's initials, CIN (RLIN) m
First date, FD (RLIN) a
-- eng
-- nyu
-- 0
Holdings
Withdrawn status Lost status Damaged status Not for loan Home library Current library Shelving location Date acquired Cost, normal purchase price Serial Enumeration / chronology Inventory number Total Checkouts Total Renewals Full call number Barcode Date last seen Date last checked out Copy number Cost, replacement price Price effective from Koha item type
        City Campus City Campus City Campus Main Collection 29/10/2015 88.80 Vol. 2 i12278178 14 9 332.0151922 SHR A416142B 02/05/2022 03/03/2022 1 88.80 31/10/2021 Book
        City Campus City Campus City Campus Main Collection 29/10/2015 51.50 Vol. 1 i12300093 11   332.0151922 SHR A396008B 07/04/2017 13/03/2017 1 51.50 31/10/2021 Book
        City Campus City Campus City Campus Main Collection 19/06/2020 116.92 Vol. 2 i13661140     332.0151922 SHR A538241B 13/11/2023   1 116.92 31/10/2021 Book

Powered by Koha