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 |
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06-09-21 |
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27-10-15 |
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Koha item type |
Book |
945 ## - LOCAL PROCESSING INFORMATION (OCLC) |
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332.0151922 SHR |
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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 |