MARC details
| 000 -LEADER |
|---|
| fixed length control field |
02847cam a22004694i 4500 |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
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| control field |
20221101192618.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
|---|
| fixed length control field |
040423s2004 nyua b 001 0 eng d |
| 010 ## - LIBRARY OF CONGRESS CONTROL NUMBER |
|---|
| LC control number |
2004046863 |
| 011 ## - LINKING LIBRARY OF CONGRESS CONTROL NUMBER [OBSOLETE] |
|---|
| Local cataloguing issues note |
BIB MATCHES WORLDCAT |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
0387213759 |
| Qualifying information |
alk. paper |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
9780387213750 |
| Qualifying information |
alk. paper |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
0387213643 |
| Qualifying information |
pbk. (alk. paper) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
9780387213644 |
| Qualifying information |
pbk. (alk. paper) |
| 035 ## - SYSTEM CONTROL NUMBER |
|---|
| System control number |
(ATU)b11190334 |
| 035 ## - SYSTEM CONTROL NUMBER |
|---|
| System control number |
(DLC) 2004046863 |
| 035 ## - SYSTEM CONTROL NUMBER |
|---|
| System control number |
(OCoLC)55085984 |
| 040 ## - CATALOGING SOURCE |
|---|
| Original cataloging agency |
DLC |
| Language of cataloging |
eng |
| Description conventions |
rda |
| Modifying agency |
ATU |
| 050 00 - LIBRARY OF CONGRESS CALL NUMBER |
|---|
| Classification number |
HG4515.3 |
| Item number |
.R66 2004 |
| 082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER |
|---|
| Classification number |
332.01513 |
| Edition number |
22 |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
|---|
| Personal name |
Roman, Steven, |
| Relator term |
author. |
| 9 (RLIN) |
1055315 |
| 245 10 - TITLE STATEMENT |
|---|
| Title |
Introduction to the mathematics of finance : |
| Remainder of title |
from risk management to options pricing / |
| Statement of responsibility, etc. |
Steven Roman. |
| 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 |
xiv, 354 pages : |
| Other physical details |
illustrations ; |
| Dimensions |
25 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 |
Undergraduate texts in mathematics |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE |
|---|
| Bibliography, etc. note |
Includes bibliographical references (pages 349-350) and index. |
| 505 00 - FORMATTED CONTENTS NOTE |
|---|
| Title |
Notation key and Greek alphabet -- |
| Miscellaneous information |
1. |
| Title |
Probability I : an introduction to discrete probability -- |
| Miscellaneous information |
2. |
| Title |
Portfolio management and the capital asset pricing model -- |
| Miscellaneous information |
3. |
| Title |
Background on options -- |
| Miscellaneous information |
4. |
| Title |
An aperitif on arbitrage -- |
| Miscellaneous information |
5. |
| Title |
Probability II : more discrete probability -- |
| Miscellaneous information |
6. |
| Title |
Discrete-time pricing models -- |
| Miscellaneous information |
7. |
| Title |
The Cox-Ross-Rubinstein model -- |
| Miscellaneous information |
8. |
| Title |
Probability III : continuous probability -- |
| Miscellaneous information |
9. |
| Title |
The Black-Scholes option pricing formula -- |
| Miscellaneous information |
10. |
| Title |
Optimal stopping and American options -- |
| Miscellaneous information |
App. A. |
| Title |
Pricing nonattainable alternatives in an incomplete market -- |
| Miscellaneous information |
App. B. |
| Title |
Convexity and the separation theorem. |
| 520 1# - SUMMARY, ETC. |
|---|
| Summary, etc. |
"This book is specifically written for upper-division undergraduate or beginning graduate students in mathematics, finance, or economics. With the exception of an optional chapter on the Capital Asset Pricing Model, the book concentrates on discrete derivative pricing models, culminating in a careful and complete derivation of the Black-Scholes option pricing formula as a limiting case of the Cox-Ross-Rubinstein discrete model. The final chapter is devoted to American options."--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 |
Investments |
| General subdivision |
Mathematics |
| 9 (RLIN) |
319550 |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Capital assets pricing model |
| 9 (RLIN) |
314988 |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Portfolio management |
| General subdivision |
Mathematical models |
| 9 (RLIN) |
717817 |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Options (Finance) |
| General subdivision |
Prices |
| 9 (RLIN) |
782442 |
| 830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE |
|---|
| Uniform title |
Undergraduate texts in mathematics. |
| 9 (RLIN) |
225280 |
| 907 ## - LOCAL DATA ELEMENT G, LDG (RLIN) |
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| a |
.b11190334 |
| b |
03-10-17 |
| c |
27-10-15 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Koha item type |
Book |
| 945 ## - LOCAL PROCESSING INFORMATION (OCLC) |
|---|
| a |
332.01513 ROM |
| g |
1 |
| i |
A326343B |
| j |
0 |
| l |
cmain |
| o |
- |
| p |
$157.12 |
| q |
- |
| r |
- |
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- |
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0 |
| u |
6 |
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0 |
| w |
0 |
| x |
0 |
| y |
.i12546422 |
| z |
29-10-15 |
| 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 |
