MARC details
| 000 -LEADER |
|---|
| fixed length control field |
02634cam a2200373 i 4500 |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
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| control field |
20221101190451.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
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| fixed length control field |
060623s2006 njua b 001 0 eng d |
| 010 ## - LIBRARY OF CONGRESS CONTROL NUMBER |
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| LC control number |
2006040085 |
| 011 ## - LINKING LIBRARY OF CONGRESS CONTROL NUMBER [OBSOLETE] |
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| Local cataloguing issues note |
BIB MATCHES WORLDCAT |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
9812566376 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
9789812566379 |
| 035 ## - SYSTEM CONTROL NUMBER |
|---|
| System control number |
(ATU)b11130222 |
| 035 ## - SYSTEM CONTROL NUMBER |
|---|
| System control number |
(OCoLC)64065953 |
| 040 ## - CATALOGING SOURCE |
|---|
| Original cataloging agency |
DLC |
| Language of cataloging |
eng |
| Description conventions |
rda |
| Transcribing agency |
DLC |
| Modifying agency |
BAKER |
| -- |
C#P |
| -- |
BTCTA |
| -- |
YDXCP |
| -- |
MUQ |
| -- |
NLGGC |
| -- |
BTN |
| -- |
DEBBG |
| -- |
ATU |
| 042 ## - AUTHENTICATION CODE |
|---|
| Authentication code |
pcc |
| 050 00 - LIBRARY OF CONGRESS CALL NUMBER |
|---|
| Classification number |
HF5691 |
| Item number |
.B875 2006 |
| 082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER |
|---|
| Classification number |
330.01513 |
| Edition number |
22 |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
|---|
| Personal name |
Buchanan, J. Robert, |
| Relator term |
author. |
| 9 (RLIN) |
1058841 |
| 245 13 - TITLE STATEMENT |
|---|
| Title |
An undergraduate introduction to financial mathematics / |
| Statement of responsibility, etc. |
J. Robert Buchanan. |
| 264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE |
|---|
| Place of production, publication, distribution, manufacture |
New Jersey : |
| Name of producer, publisher, distributor, manufacturer |
World Scientific Publishing, |
| Date of production, publication, distribution, manufacture, or copyright notice |
2006. |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
xiii, 270 pages : |
| 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 |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE |
|---|
| Bibliography, etc. note |
Includes bibliographical references (pages 265-266) and index. |
| 505 00 - FORMATTED CONTENTS NOTE |
|---|
| Miscellaneous information |
1. |
| Title |
The theory of interest -- |
| Miscellaneous information |
2. |
| Title |
Discrete probability -- |
| Miscellaneous information |
3. |
| Title |
Normal random variables and probability -- |
| Miscellaneous information |
4. |
| Title |
The arbitrage theorem -- |
| Miscellaneous information |
5. |
| Title |
Random walks and Brownian motion -- |
| Miscellaneous information |
6. |
| Title |
Options -- |
| Miscellaneous information |
7. |
| Title |
Solution of the Black-Scholes equation -- |
| Miscellaneous information |
8. |
| Title |
Derivatives of Black-Scholes option prices -- |
| Miscellaneous information |
9. |
| Title |
Hedging -- |
| Miscellaneous information |
10. |
| Title |
Optimizing portfolios -- |
| Miscellaneous information |
App. A. |
| Title |
Sample stock market data. |
| 520 1# - SUMMARY, ETC. |
|---|
| Summary, etc. |
"This textbook provides an introduction to financial mathematics and financial engineering for undergraduate students who have completed a three or four semester sequence of calculus courses. It introduces the theory of interest, random variables and probability, stochastic processes, arbitrage, option pricing, hedging, and portfolio optimization. The student progresses from knowing only elementary calculus to understanding the derivation and solution of the Black-Scholes partial differential equation and its solutions. This is one of the few books on the subject of financial mathematics which is accessible to undergraduates having only a thorough grounding in elementary calculus. It explains the subject matter without "hand waving" arguments and includes numerous examples. Every chapter concludes with a set of exercises which test the chapter's concepts and fill in details of derivations."--BOOK JACKET. |
| 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 |
Business mathematics |
| 9 (RLIN) |
314905 |
| 907 ## - LOCAL DATA ELEMENT G, LDG (RLIN) |
|---|
| a |
.b11130222 |
| b |
05-03-20 |
| c |
27-10-15 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Koha item type |
Book |
| 945 ## - LOCAL PROCESSING INFORMATION (OCLC) |
|---|
| a |
330.01513 BUC |
| g |
1 |
| i |
A371120B |
| j |
0 |
| l |
cmain |
| o |
- |
| p |
$69.76 |
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15 |
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2 |
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2 |
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.i12439873 |
| z |
29-10-15 |
| 998 ## - LOCAL CONTROL INFORMATION (RLIN) |
|---|
| -- |
b |
| -- |
c |
| Operator's initials, OID (RLIN) |
06-04-16 |
| Cataloger's initials, CIN (RLIN) |
m |
| First date, FD (RLIN) |
a |
| -- |
eng |
| -- |
nju |
| -- |
3 |
